DZ Bank Call 75 ELG 20.12.2024
/ DE000DJ3MV48
DZ Bank Call 75 ELG 20.12.2024/ DE000DJ3MV48 /
| 2024-06-25 8:13:48 AM |
Chg.-0.21 |
Bid10:21:23 AM |
Ask10:21:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-15.33% |
1.15
Bid Size: 30,000 |
1.16
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3MV4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
0.25 |
| Time value: |
0.90 |
| Break-even: |
86.50 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
2.68% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
4.21 |
| Rho: |
0.18 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.54% |
| 1 Month |
|
|
-31.76% |
| 3 Months |
|
|
+22.11% |
| YTD |
|
|
-19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.37 |
| 1M High / 1M Low: |
2.08 |
1.34 |
| 6M High / 6M Low: |
2.08 |
0.61 |
| High (YTD): |
2024-06-10 |
2.08 |
| Low (YTD): |
2024-02-07 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
47.62 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
54.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.72% |
| Volatility 6M: |
|
198.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
