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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
6/20/2024  4:04:30 PM Chg.+0.050 Bid4:09:46 PM Ask4:09:46 PM Underlying Strike price Expiration date Option type
1.290EUR +4.03% 1.280
Bid Size: 30,000		 1.290
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 80.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.18
Implied volatility: 0.51
Historic volatility: 0.39
Parity: 0.18
Time value: 1.13
Break-even: 93.10
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 2.34%
Delta: 0.61
Theta: -0.03
Omega: 3.84
Rho: 0.19
 

Quote data

Open: 1.230
High: 1.310
Low: 1.230
Previous Close: 1.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month  
+15.18%
3 Months  
+61.25%
YTD  
+3.20%
1 Year
  -24.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.010
1M High / 1M Low: 1.770 1.010
6M High / 6M Low: 1.770 0.490
High (YTD): 6/7/2024 1.770
Low (YTD): 2/6/2024 0.490
52W High: 7/14/2023 2.310
52W Low: 2/6/2024 0.490
Avg. price 1W:   1.218
Avg. volume 1W:   0.000
Avg. price 1M:   1.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.954
Avg. volume 6M:   28
Avg. price 1Y:   1.119
Avg. volume 1Y:   13.672
Volatility 1M:   185.04%
Volatility 6M:   185.59%
Volatility 1Y:   160.42%
Volatility 3Y:   -