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DZ Bank Call 90 ELG 21.06.2024/  DE000DW75X69  /

EUWAX
5/17/2024  8:12:47 AM Chg.-0.019 Bid9:30:58 AM Ask9:30:58 AM Underlying Strike price Expiration date Option type
0.071EUR -21.11% 0.090
Bid Size: 30,000		 0.100
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 90.00 - 6/21/2024 Call
 

Master data

WKN: DW75X6
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 6/21/2024
Issue date: 12/5/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.90
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.39
Parity: -1.31
Time value: 0.10
Break-even: 91.00
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 4.79
Spread abs.: 0.03
Spread %: 42.86%
Delta: 0.17
Theta: -0.04
Omega: 13.25
Rho: 0.01
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.00%
1 Month
  -35.45%
3 Months
  -75.52%
YTD
  -85.80%
1 Year
  -92.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.072
1M High / 1M Low: 0.200 0.036
6M High / 6M Low: 0.880 0.036
High (YTD): 1/2/2024 0.390
Low (YTD): 4/23/2024 0.036
52W High: 7/18/2023 1.480
52W Low: 4/23/2024 0.036
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   322.581
Avg. price 1Y:   0.486
Avg. volume 1Y:   168.711
Volatility 1M:   663.17%
Volatility 6M:   390.37%
Volatility 1Y:   296.69%
Volatility 3Y:   -