DZ Bank Call 75 ELG 21.06.2024
/ DE000DJ3MV14
DZ Bank Call 75 ELG 21.06.2024/ DE000DJ3MV14 /
| 17/05/2024 21:35:26 |
Chg.+0.050 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+8.93% |
0.660
Bid Size: 3,000 |
0.690
Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
75.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ3MV1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
29/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
0.19 |
| Time value: |
0.40 |
| Break-even: |
80.90 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
0.60 |
| Theta: |
-0.07 |
| Omega: |
7.86 |
| Rho: |
0.04 |
Quote data
| Open: |
0.540 |
| High: |
0.660 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.61% |
| 1 Month |
|
|
+35.56% |
| 3 Months |
|
|
+7.02% |
| YTD |
|
|
-39.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.510 |
| 1M High / 1M Low: |
0.860 |
0.200 |
| 6M High / 6M Low: |
1.560 |
0.200 |
| High (YTD): |
11/04/2024 |
0.880 |
| Low (YTD): |
22/04/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.53% |
| Volatility 6M: |
|
289.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
