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DZ Bank Call 60 ELG 20.12.2024/  DE000DW81DW1  /

Frankfurt Zert./DZB
2024-09-11  10:04:24 AM Chg.-0.140 Bid2024-09-11 Ask2024-09-11 Underlying Strike price Expiration date Option type
1.250EUR -10.07% 1.250
Bid Size: 30,000		 1.270
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 60.00 - 2024-12-20 Call
 

Master data

WKN: DW81DW
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.83
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.01
Implied volatility: 0.60
Historic volatility: 0.38
Parity: 1.01
Time value: 0.44
Break-even: 74.50
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.06
Spread %: 4.32%
Delta: 0.75
Theta: -0.04
Omega: 3.64
Rho: 0.10
 

Quote data

Open: 1.350
High: 1.350
Low: 1.250
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.24%
1 Month
  -26.47%
3 Months
  -58.47%
YTD
  -44.69%
1 Year
  -32.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 1.380
1M High / 1M Low: 2.400 1.380
6M High / 6M Low: 3.340 1.360
High (YTD): 2024-06-07 3.340
Low (YTD): 2024-02-06 1.230
52W High: 2024-06-07 3.340
52W Low: 2024-02-06 1.230
Avg. price 1W:   1.498
Avg. volume 1W:   0.000
Avg. price 1M:   1.912
Avg. volume 1M:   0.000
Avg. price 6M:   2.163
Avg. volume 6M:   23.256
Avg. price 1Y:   2.019
Avg. volume 1Y:   15.625
Volatility 1M:   128.67%
Volatility 6M:   130.80%
Volatility 1Y:   128.81%
Volatility 3Y:   -