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DZ Bank Call 76 ELG 21.06.2024/  DE000DW7RQJ4  /

EUWAX
31/05/2024  12:39:11 Chg.+0.080 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.830EUR +10.67% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 76.00 - 21/06/2024 Call
 

Master data

WKN: DW7RQJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 21/06/2024
Issue date: 17/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.65
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.88
Implied volatility: 0.50
Historic volatility: 0.39
Parity: 0.88
Time value: 0.10
Break-even: 85.80
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.07
Omega: 7.31
Rho: 0.03
 

Quote data

Open: 0.840
High: 0.840
Low: 0.830
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.75%
1 Month  
+36.07%
3 Months  
+31.75%
YTD
  -9.78%
1 Year
  -29.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.750
1M High / 1M Low: 0.980 0.390
6M High / 6M Low: 1.290 0.180
High (YTD): 27/05/2024 0.980
Low (YTD): 23/04/2024 0.180
52W High: 18/07/2023 2.150
52W Low: 23/04/2024 0.180
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.655
Avg. volume 1M:   50
Avg. price 6M:   0.610
Avg. volume 6M:   73.387
Avg. price 1Y:   0.849
Avg. volume 1Y:   116.471
Volatility 1M:   367.99%
Volatility 6M:   308.75%
Volatility 1Y:   246.47%
Volatility 3Y:   -