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DZ Bank Call 60 ELG 20.12.2024/  DE000DW81DW1  /

EUWAX
2024-10-11  8:09:51 AM Chg.+0.080 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.950EUR +9.20% -
Bid Size: -		 -
Ask Size: -		 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: 6.88
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.60
Implied volatility: 0.54
Historic volatility: 0.38
Parity: 0.60
Time value: 0.36
Break-even: 69.60
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 3.23%
Delta: 0.71
Theta: -0.04
Omega: 4.87
Rho: 0.07
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.74%
1 Month
  -29.63%
3 Months
  -59.75%
YTD
  -57.96%
1 Year
  -50.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.760
1M High / 1M Low: 1.350 0.650
6M High / 6M Low: 3.320 0.650
High (YTD): 2024-06-10 3.320
Low (YTD): 2024-09-23 0.650
52W High: 2024-06-10 3.320
52W Low: 2024-09-23 0.650
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   1.994
Avg. volume 6M:   0.000
Avg. price 1Y:   1.970
Avg. volume 1Y:   0.000
Volatility 1M:   234.08%
Volatility 6M:   153.07%
Volatility 1Y:   136.81%
Volatility 3Y:   -