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DZ Bank Call 65 ELG 20.12.2024/  DE000DJ3MV30  /

Frankfurt Zert./DZB
2024-07-10  9:35:12 PM Chg.-0.040 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.720EUR -2.27% 1.780
Bid Size: 3,000		 1.810
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 65.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MV3
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.99
Implied volatility: 0.63
Historic volatility: 0.37
Parity: 0.99
Time value: 0.80
Break-even: 82.90
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 1.70%
Delta: 0.72
Theta: -0.04
Omega: 3.02
Rho: 0.16
 

Quote data

Open: 1.750
High: 1.800
Low: 1.630
Previous Close: 1.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month
  -33.59%
3 Months
  -15.27%
YTD
  -11.79%
1 Year
  -30.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.640
1M High / 1M Low: 2.590 1.640
6M High / 6M Low: 2.920 0.980
High (YTD): 2024-06-07 2.920
Low (YTD): 2024-02-06 0.980
52W High: 2023-07-18 3.100
52W Low: 2024-02-06 0.980
Avg. price 1W:   1.774
Avg. volume 1W:   0.000
Avg. price 1M:   1.970
Avg. volume 1M:   0.000
Avg. price 6M:   1.717
Avg. volume 6M:   5.512
Avg. price 1Y:   1.789
Avg. volume 1Y:   33.203
Volatility 1M:   123.57%
Volatility 6M:   145.31%
Volatility 1Y:   129.14%
Volatility 3Y:   -