OverviewChartNewsTraderScreen

DZ Bank Call 84 ELG 21.06.2024/  DE000DJ0WV80  /

EUWAX
5/23/2024  8:24:59 AM Chg.+0.200 Bid8:45:10 PM Ask8:45:10 PM Underlying Strike price Expiration date Option type
0.360EUR +125.00% 0.400
Bid Size: 7,500		 0.420
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 84.00 - 6/21/2024 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: 6/21/2024
Issue date: 4/3/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.73
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -0.24
Time value: 0.33
Break-even: 87.30
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 1.34
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.45
Theta: -0.08
Omega: 11.04
Rho: 0.03
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.00%
1 Month  
+453.85%
3 Months  
+28.57%
YTD
  -43.75%
1 Year
  -61.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.370 0.065
6M High / 6M Low: 1.110 0.065
High (YTD): 1/8/2024 0.500
Low (YTD): 4/23/2024 0.065
52W High: 7/14/2023 1.730
52W Low: 4/23/2024 0.065
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   609.54%
Volatility 6M:   381.42%
Volatility 1Y:   291.30%
Volatility 3Y:   -