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DZ Bank Call 84 ELG 21.06.2024/  DE000DJ0WV80  /

EUWAX
2024-05-27  8:26:47 AM Chg.+0.030 Bid10:04:36 AM Ask10:04:36 AM Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.470
Bid Size: 30,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 84.00 - 2024-06-21 Call
 

Master data

WKN: DJ0WV8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.60
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.03
Implied volatility: 0.46
Historic volatility: 0.39
Parity: 0.03
Time value: 0.40
Break-even: 88.30
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.97
Spread abs.: -0.02
Spread %: -4.44%
Delta: 0.54
Theta: -0.08
Omega: 10.67
Rho: 0.03
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.00%
1 Month  
+65.38%
3 Months  
+26.47%
YTD
  -32.81%
1 Year
  -51.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.160
1M High / 1M Low: 0.400 0.130
6M High / 6M Low: 1.110 0.065
High (YTD): 2024-01-08 0.500
Low (YTD): 2024-04-23 0.065
52W High: 2023-07-14 1.730
52W Low: 2024-04-23 0.065
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   0.590
Avg. volume 1Y:   0.000
Volatility 1M:   671.01%
Volatility 6M:   418.66%
Volatility 1Y:   316.63%
Volatility 3Y:   -