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DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

EUWAX
6/20/2024  8:16:17 AM Chg.-0.080 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.770EUR -9.41% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 90.00 - 12/20/2024 Call
 

Master data

WKN: DW83K1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.86
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.39
Parity: -0.82
Time value: 0.83
Break-even: 98.30
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 3.75%
Delta: 0.47
Theta: -0.03
Omega: 4.67
Rho: 0.15
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.48%
1 Month  
+10.00%
3 Months  
+40.00%
YTD
  -18.09%
1 Year
  -45.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.600
1M High / 1M Low: 1.130 0.600
6M High / 6M Low: 1.130 0.340
High (YTD): 6/10/2024 1.130
Low (YTD): 2/7/2024 0.340
52W High: 7/14/2023 1.870
52W Low: 2/7/2024 0.340
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.857
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   90.800
Avg. price 1Y:   0.826
Avg. volume 1Y:   44.336
Volatility 1M:   222.00%
Volatility 6M:   216.11%
Volatility 1Y:   175.04%
Volatility 3Y:   -