DZ Bank Call 65 ELG 21.06.2024
/ DE000DJ3MV06
DZ Bank Call 65 ELG 21.06.2024/ DE000DJ3MV06 /
| 2024-06-12 9:34:37 PM |
Chg.-0.040 |
Bid9:59:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
-1.78% |
2.220
Bid Size: 3,000 |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
65.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3MV0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.39 |
| Parity: |
2.16 |
| Time value: |
0.11 |
| Break-even: |
87.70 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.20 |
| Omega: |
3.45 |
| Rho: |
0.01 |
Quote data
| Open: |
2.280 |
| High: |
2.340 |
| Low: |
2.210 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.99% |
| 1 Month |
|
|
+82.64% |
| 3 Months |
|
|
+67.42% |
| YTD |
|
|
+42.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.250 |
| 1M High / 1M Low: |
2.610 |
1.300 |
| 6M High / 6M Low: |
2.610 |
0.590 |
| High (YTD): |
2024-06-07 |
2.610 |
| Low (YTD): |
2024-04-22 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.260 |
| Avg. volume 6M: |
|
30.800 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.34% |
| Volatility 6M: |
|
204.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
