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DZ Bank Call 60 ELG 20.12.2024/  DE000DW81DW1  /

Frankfurt Zert./DZB
2024-09-09  9:35:09 PM Chg.+0.060 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.440EUR +4.35% 1.440
Bid Size: 3,000		 1.500
Ask Size: 3,000		 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: 4.97
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.11
Implied volatility: 0.51
Historic volatility: 0.38
Parity: 1.11
Time value: 0.32
Break-even: 74.30
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 4.38%
Delta: 0.79
Theta: -0.03
Omega: 3.92
Rho: 0.12
 

Quote data

Open: 1.400
High: 1.450
Low: 1.360
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.25%
1 Month
  -15.29%
3 Months
  -56.89%
YTD
  -36.28%
1 Year
  -24.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.190 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:   1.706
Avg. volume 1W:   0.000
Avg. price 1M:   1.950
Avg. volume 1M:   0.000
Avg. price 6M:   2.174
Avg. volume 6M:   23.622
Avg. price 1Y:   2.023
Avg. volume 1Y:   15.748
Volatility 1M:   133.89%
Volatility 6M:   131.59%
Volatility 1Y:   129.19%
Volatility 3Y:   -