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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
2024-09-20  9:34:50 PM Chg.-0.060 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.110EUR -35.29% 0.120
Bid Size: 3,000		 0.150
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 80.00 - 2024-12-20 Call
 

Master data

WKN: DW81DZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.58
Time value: 0.15
Break-even: 81.50
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 1.63
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.20
Theta: -0.02
Omega: 8.75
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.180
Low: 0.110
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -84.29%
3 Months
  -90.43%
YTD
  -91.20%
1 Year
  -86.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.860 0.110
6M High / 6M Low: 1.770 0.110
High (YTD): 2024-06-07 1.770
Low (YTD): 2024-09-20 0.110
52W High: 2024-06-07 1.770
52W Low: 2024-09-20 0.110
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.905
Avg. volume 6M:   0.000
Avg. price 1Y:   0.942
Avg. volume 1Y:   13.725
Volatility 1M:   332.78%
Volatility 6M:   230.81%
Volatility 1Y:   196.08%
Volatility 3Y:   -