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DZ Bank Call 75 ELG 20.12.2024/  DE000DJ3MV48  /

Frankfurt Zert./DZB
2024-07-10  9:34:50 PM Chg.-0.040 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.140EUR -3.39% 1.200
Bid Size: 3,000		 1.230
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: 6.19
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.37
Parity: -0.01
Time value: 1.21
Break-even: 87.10
Moneyness: 1.00
Premium: 0.16
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 2.54%
Delta: 0.59
Theta: -0.04
Omega: 3.67
Rho: 0.14
 

Quote data

Open: 1.170
High: 1.210
Low: 1.080
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.59%
1 Month
  -37.02%
3 Months
  -19.72%
YTD
  -20.83%
1 Year
  -42.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.090
1M High / 1M Low: 1.810 1.090
6M High / 6M Low: 2.110 0.620
High (YTD): 2024-06-07 2.110
Low (YTD): 2024-02-06 0.620
52W High: 2023-07-18 2.560
52W Low: 2024-02-06 0.620
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.344
Avg. volume 1M:   0.000
Avg. price 6M:   1.162
Avg. volume 6M:   39.370
Avg. price 1Y:   1.281
Avg. volume 1Y:   19.531
Volatility 1M:   165.99%
Volatility 6M:   172.91%
Volatility 1Y:   150.07%
Volatility 3Y:   -