DZ Bank Call 70 ELG 21.06.2024
/ DE000DW4NF15
DZ Bank Call 70 ELG 21.06.2024/ DE000DW4NF15 /
| 5/17/2024 8:03:38 AM |
Chg.-0.22 |
Bid10:59:50 AM |
Ask10:59:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.86EUR |
-20.37% |
0.96
Bid Size: 30,000 |
0.98
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
70.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW4NF1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/2/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.39 |
| Parity: |
0.69 |
| Time value: |
0.25 |
| Break-even: |
79.40 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
6.82% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
6.08 |
| Rho: |
0.05 |
Quote data
| Open: |
0.86 |
| High: |
0.86 |
| Low: |
0.86 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.17% |
| 1 Month |
|
|
+17.81% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
-31.75% |
| 1 Year |
|
|
-39.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.90 |
0.81 |
| 1M High / 1M Low: |
1.23 |
0.35 |
| 6M High / 6M Low: |
1.88 |
0.35 |
| High (YTD): |
5/8/2024 |
1.23 |
| Low (YTD): |
4/23/2024 |
0.35 |
| 52W High: |
7/18/2023 |
2.51 |
| 52W Low: |
4/23/2024 |
0.35 |
| Avg. price 1W: |
|
0.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
12.50 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
55.34 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
32.09 |
| Volatility 1M: |
|
374.52% |
| Volatility 6M: |
|
271.31% |
| Volatility 1Y: |
|
217.77% |
| Volatility 3Y: |
|
- |
