DZ Bank Call 75 ELG 20.12.2024/  DE000DJ3MV48  /

Frankfurt Zert./DZB
8/5/2024  9:34:52 PM Chg.-0.110 Bid9:54:53 PM Ask9:54:53 PM Underlying Strike price Expiration date Option type
0.680EUR -13.92% 0.680
Bid Size: 7,500
0.710
Ask Size: 7,500
ELMOS SEMICOND. INH ... 75.00 - 12/20/2024 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: 12/20/2024
Issue date: 6/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -0.20
Time value: 0.85
Break-even: 83.50
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 3.66%
Delta: 0.54
Theta: -0.04
Omega: 4.67
Rho: 0.12
 

Quote data

Open: 0.660
High: 0.710
Low: 0.550
Previous Close: 0.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.27%
1 Month
  -48.87%
3 Months
  -40.87%
YTD
  -52.78%
1 Year
  -66.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.790
1M High / 1M Low: 1.670 0.790
6M High / 6M Low: 2.110 0.620
High (YTD): 6/7/2024 2.110
Low (YTD): 2/6/2024 0.620
52W High: 6/7/2024 2.110
52W Low: 2/6/2024 0.620
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   1.223
Avg. volume 6M:   39.370
Avg. price 1Y:   1.202
Avg. volume 1Y:   19.685
Volatility 1M:   233.83%
Volatility 6M:   185.33%
Volatility 1Y:   160.26%
Volatility 3Y:   -