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DZ Bank Call 100 ELG 20.12.2024/  DE000DW9U5G5  /

EUWAX
10/07/2024  08:07:28 Chg.-0.040 Bid13:03:03 Ask13:03:03 Underlying Strike price Expiration date Option type
0.420EUR -8.70% 0.380
Bid Size: 30,000		 0.390
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 100.00 - 20/12/2024 Call
 

Master data

WKN: DW9U5G
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 20/12/2024
Issue date: 07/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.64
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -2.51
Time value: 0.45
Break-even: 104.50
Moneyness: 0.75
Premium: 0.40
Premium p.a.: 1.11
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.30
Theta: -0.03
Omega: 4.99
Rho: 0.08
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.67%
3 Months
  -26.32%
YTD
  -44.00%
1 Year
  -62.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.390
1M High / 1M Low: 0.720 0.340
6M High / 6M Low: 0.720 0.230
High (YTD): 10/06/2024 0.720
Low (YTD): 23/04/2024 0.230
52W High: 14/07/2023 1.500
52W Low: 23/04/2024 0.230
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   0.591
Avg. volume 1Y:   0.000
Volatility 1M:   292.80%
Volatility 6M:   222.60%
Volatility 1Y:   182.76%
Volatility 3Y:   -