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DZ Bank Call 70 ELG 21.06.2024/  DE000DW4NF15  /

EUWAX
5/17/2024  8:03:38 AM Chg.-0.220 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.860EUR -20.37% -
Bid Size: -		 -
Ask Size: -		 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: 7.24
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.82
Implied volatility: 0.62
Historic volatility: 0.39
Parity: 0.82
Time value: 0.26
Break-even: 80.80
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 5.88%
Delta: 0.76
Theta: -0.07
Omega: 5.48
Rho: 0.05
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 1.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.17%
1 Month  
+79.17%
3 Months  
+8.86%
YTD
  -31.75%
1 Year
  -45.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.820
1M High / 1M Low: 1.230 0.350
6M High / 6M Low: 1.880 0.350
High (YTD): 5/8/2024 1.230
Low (YTD): 4/23/2024 0.350
52W High: 7/18/2023 2.510
52W Low: 4/23/2024 0.350
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   0.834
Avg. volume 1M:   12.500
Avg. price 6M:   0.932
Avg. volume 6M:   54.886
Avg. price 1Y:   1.131
Avg. volume 1Y:   32.091
Volatility 1M:   364.57%
Volatility 6M:   273.18%
Volatility 1Y:   219.41%
Volatility 3Y:   -