DZ Bank Call 60 ELG 20.12.2024
/ DE000DW81DW1
DZ Bank Call 60 ELG 20.12.2024/ DE000DW81DW1 /
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: |
|
- |