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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
2024-06-24  9:35:05 PM Chg.-0.200 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.950EUR -17.39% 0.900
Bid Size: 3,000		 0.930
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: 6.71
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.38
Parity: -0.08
Time value: 1.18
Break-even: 91.80
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 2.61%
Delta: 0.58
Theta: -0.04
Omega: 3.90
Rho: 0.17
 

Quote data

Open: 1.130
High: 1.140
Low: 0.950
Previous Close: 1.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.36%
1 Month
  -31.65%
3 Months  
+11.76%
YTD
  -24.00%
1 Year
  -30.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.150
1M High / 1M Low: 1.770 1.010
6M High / 6M Low: 1.770 0.490
High (YTD): 2024-06-07 1.770
Low (YTD): 2024-02-06 0.490
52W High: 2023-07-14 2.310
52W Low: 2024-02-06 0.490
Avg. price 1W:   1.256
Avg. volume 1W:   0.000
Avg. price 1M:   1.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.950
Avg. volume 6M:   28.226
Avg. price 1Y:   1.112
Avg. volume 1Y:   13.780
Volatility 1M:   176.11%
Volatility 6M:   188.05%
Volatility 1Y:   160.13%
Volatility 3Y:   -