DZ Bank Call 76 ELG 21.06.2024
/ DE000DW7RQJ4
DZ Bank Call 76 ELG 21.06.2024/ DE000DW7RQJ4 /
| 6/10/2024 8:15:49 AM |
Chg.+0.26 |
Bid4:06:45 PM |
Ask4:06:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+21.67% |
1.23
Bid Size: 30,000 |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
76.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW7RQJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
11/17/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.39 |
| Parity: |
1.39 |
| Time value: |
0.10 |
| Break-even: |
90.90 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.14 |
| Omega: |
5.29 |
| Rho: |
0.02 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.52% |
| 1 Month |
|
|
+186.27% |
| 3 Months |
|
|
+124.62% |
| YTD |
|
|
+58.70% |
| 1 Year |
|
|
+8.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
0.97 |
| 1M High / 1M Low: |
1.41 |
0.39 |
| 6M High / 6M Low: |
1.41 |
0.18 |
| High (YTD): |
6/6/2024 |
1.41 |
| Low (YTD): |
4/23/2024 |
0.18 |
| 52W High: |
7/18/2023 |
2.15 |
| 52W Low: |
4/23/2024 |
0.18 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
52.38 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
73.39 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
112.60 |
| Volatility 1M: |
|
274.92% |
| Volatility 6M: |
|
311.26% |
| Volatility 1Y: |
|
247.66% |
| Volatility 3Y: |
|
- |
