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DZ Bank Call 84 ELG 21.06.2024/  DE000DJ0WV80  /

EUWAX
28/05/2024  08:27:27 Chg.-0.090 Bid17:36:32 Ask17:36:32 Underlying Strike price Expiration date Option type
0.340EUR -20.93% 0.400
Bid Size: 10,500		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 84.00 - 21/06/2024 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: 21/06/2024
Issue date: 03/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.56
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -0.05
Time value: 0.34
Break-even: 87.40
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 1.00
Spread abs.: -0.01
Spread %: -2.86%
Delta: 0.51
Theta: -0.08
Omega: 12.48
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.00%
1 Month  
+30.77%
3 Months  
+3.03%
YTD
  -46.88%
1 Year
  -61.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.160
1M High / 1M Low: 0.430 0.130
6M High / 6M Low: 1.110 0.065
High (YTD): 08/01/2024 0.500
Low (YTD): 23/04/2024 0.065
52W High: 14/07/2023 1.730
52W Low: 23/04/2024 0.065
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   0.590
Avg. volume 1Y:   0.000
Volatility 1M:   653.01%
Volatility 6M:   418.71%
Volatility 1Y:   316.08%
Volatility 3Y:   -