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DZ Bank Call 60 ELG 20.12.2024/  DE000DW81DW1  /

Frankfurt Zert./DZB
2024-06-05  9:34:55 PM Chg.+0.210 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
3.280EUR +6.84% 3.280
Bid Size: 3,000		 3.370
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 60.00 - 2024-12-20 Call
 

Master data

WKN: DW81DW
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 2.68
Implied volatility: 0.63
Historic volatility: 0.39
Parity: 2.68
Time value: 0.48
Break-even: 91.60
Moneyness: 1.45
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 2.93%
Delta: 0.86
Theta: -0.03
Omega: 2.36
Rho: 0.23
 

Quote data

Open: 3.080
High: 3.280
Low: 3.080
Previous Close: 3.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.85%
1 Month  
+60.78%
3 Months  
+69.95%
YTD  
+45.13%
1 Year  
+56.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.070 2.670
1M High / 1M Low: 3.070 2.130
6M High / 6M Low: 3.070 1.230
High (YTD): 2024-06-04 3.070
Low (YTD): 2024-02-06 1.230
52W High: 2023-07-25 3.410
52W Low: 2024-02-06 1.230
Avg. price 1W:   2.840
Avg. volume 1W:   0.000
Avg. price 1M:   2.518
Avg. volume 1M:   0.000
Avg. price 6M:   1.992
Avg. volume 6M:   8
Avg. price 1Y:   2.103
Avg. volume 1Y:   8.594
Volatility 1M:   96.44%
Volatility 6M:   130.59%
Volatility 1Y:   120.81%
Volatility 3Y:   -