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DZ Bank Call 60 ELG 20.12.2024/  DE000DW81DW1  /

Frankfurt Zert./DZB
15/08/2024  21:04:26 Chg.+0.060 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
1.920EUR +3.23% 1.960
Bid Size: 3,000		 2.020
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 60.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.55
Implied volatility: 0.57
Historic volatility: 0.38
Parity: 1.55
Time value: 0.38
Break-even: 79.30
Moneyness: 1.26
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 3.21%
Delta: 0.81
Theta: -0.03
Omega: 3.18
Rho: 0.15
 

Quote data

Open: 1.860
High: 1.970
Low: 1.860
Previous Close: 1.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.52%
1 Month
  -21.31%
3 Months
  -16.88%
YTD
  -15.04%
1 Year  
+1.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.860 1.620
1M High / 1M Low: 2.670 1.560
6M High / 6M Low: 3.340 1.360
High (YTD): 07/06/2024 3.340
Low (YTD): 06/02/2024 1.230
52W High: 07/06/2024 3.340
52W Low: 06/02/2024 1.230
Avg. price 1W:   1.764
Avg. volume 1W:   0.000
Avg. price 1M:   2.005
Avg. volume 1M:   0.000
Avg. price 6M:   2.164
Avg. volume 6M:   27.559
Avg. price 1Y:   2.012
Avg. volume 1Y:   15.625
Volatility 1M:   148.33%
Volatility 6M:   126.54%
Volatility 1Y:   126.06%
Volatility 3Y:   -