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DZ Bank Call 75 ELG 20.12.2024/  DE000DJ3MV48  /

Frankfurt Zert./DZB
2024-09-09  9:34:51 PM Chg.+0.070 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.520EUR +15.56% 0.530
Bid Size: 3,000		 0.560
Ask Size: 3,000		 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: 15.13
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -0.39
Time value: 0.47
Break-even: 79.70
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.46
Theta: -0.03
Omega: 6.97
Rho: 0.08
 

Quote data

Open: 0.460
High: 0.530
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -48.51%
1 Month
  -30.67%
3 Months
  -75.36%
YTD
  -63.89%
1 Year
  -55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.450
1M High / 1M Low: 1.180 0.450
6M High / 6M Low: 2.110 0.450
High (YTD): 2024-06-07 2.110
Low (YTD): 2024-09-06 0.450
52W High: 2024-06-07 2.110
52W Low: 2024-09-06 0.450
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.870
Avg. volume 1M:   0.000
Avg. price 6M:   1.199
Avg. volume 6M:   39.370
Avg. price 1Y:   1.169
Avg. volume 1Y:   19.685
Volatility 1M:   211.23%
Volatility 6M:   186.04%
Volatility 1Y:   168.15%
Volatility 3Y:   -