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DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

EUWAX
2024-09-20  8:09:04 AM Chg.+0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.280EUR +40.00% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 76.00 - 2024-12-20 Call
 

Master data

WKN: DW81DY
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.18
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.18
Time value: 0.22
Break-even: 78.20
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 1.23
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.28
Theta: -0.03
Omega: 8.03
Rho: 0.04
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -70.53%
3 Months
  -81.08%
YTD
  -80.00%
1 Year
  -70.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 1.090 0.190
6M High / 6M Low: 2.000 0.190
High (YTD): 2024-06-10 2.000
Low (YTD): 2024-09-17 0.190
52W High: 2024-06-10 2.000
52W Low: 2024-09-17 0.190
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   1.095
Avg. volume 6M:   0.000
Avg. price 1Y:   1.109
Avg. volume 1Y:   0.000
Volatility 1M:   260.94%
Volatility 6M:   196.22%
Volatility 1Y:   177.35%
Volatility 3Y:   -