DZ Bank Call 60 ELG 20.12.2024
/ DE000DW81DW1
DZ Bank Call 60 ELG 20.12.2024/ DE000DW81DW1 /
| 2024-06-17 8:10:33 AM |
Chg.-0.19 |
Bid9:16:40 PM |
Ask9:16:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
-7.17% |
2.72
Bid Size: 7,500 |
2.78
Ask Size: 7,500 |
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: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
2.10 |
| Time value: |
0.39 |
| Break-even: |
84.90 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.47% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.77 |
| Rho: |
0.22 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.90% |
| 1 Month |
|
|
+11.82% |
| 3 Months |
|
|
+24.24% |
| YTD |
|
|
+8.85% |
| 1 Year |
|
|
-10.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.65 |
| 1M High / 1M Low: |
3.32 |
2.20 |
| 6M High / 6M Low: |
3.32 |
1.23 |
| High (YTD): |
2024-06-10 |
3.32 |
| Low (YTD): |
2024-02-07 |
1.23 |
| 52W High: |
2023-07-25 |
3.41 |
| 52W Low: |
2024-02-07 |
1.23 |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.92% |
| Volatility 6M: |
|
129.54% |
| Volatility 1Y: |
|
119.00% |
| Volatility 3Y: |
|
- |
