DZ Bank Call 68 ELG 21.06.2024
/ DE000DW4L9J7
DZ Bank Call 68 ELG 21.06.2024/ DE000DW4L9J7 /
| 5/27/2024 8:22:50 AM |
Chg.- |
Bid5:23:06 PM |
Ask5:23:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
68.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW4L9J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/1/2022 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.39 |
| Parity: |
1.55 |
| Time value: |
0.19 |
| Break-even: |
85.40 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.12 |
| Spread %: |
7.41% |
| Delta: |
0.85 |
| Theta: |
-0.10 |
| Omega: |
4.06 |
| Rho: |
0.03 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.01% |
| 1 Month |
|
|
+45.76% |
| 3 Months |
|
|
+70.30% |
| YTD |
|
|
+30.30% |
| 1 Year |
|
|
+21.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.17 |
| 1M High / 1M Low: |
1.72 |
0.87 |
| 6M High / 6M Low: |
2.00 |
0.44 |
| High (YTD): |
5/27/2024 |
1.72 |
| Low (YTD): |
4/23/2024 |
0.44 |
| 52W High: |
7/18/2023 |
2.64 |
| 52W Low: |
4/23/2024 |
0.44 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
9.68 |
| Avg. price 1Y: |
|
1.23 |
| Avg. volume 1Y: |
|
4.71 |
| Volatility 1M: |
|
264.65% |
| Volatility 6M: |
|
253.66% |
| Volatility 1Y: |
|
205.89% |
| Volatility 3Y: |
|
- |
