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DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

Frankfurt Zert./DZB
7/9/2024  9:34:35 PM Chg.-0.080 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.130EUR -6.61% 1.130
Bid Size: 3,000		 1.160
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 76.00 - 12/20/2024 Call
 

Master data

WKN: DW81DY
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.05
Implied volatility: 0.58
Historic volatility: 0.37
Parity: 0.05
Time value: 1.20
Break-even: 88.50
Moneyness: 1.01
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 2.46%
Delta: 0.60
Theta: -0.04
Omega: 3.67
Rho: 0.15
 

Quote data

Open: 1.210
High: 1.300
Low: 1.120
Previous Close: 1.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.63%
1 Month
  -37.22%
3 Months
  -16.30%
YTD
  -19.29%
1 Year
  -41.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.050
1M High / 1M Low: 1.800 1.050
6M High / 6M Low: 2.030 0.590
High (YTD): 6/7/2024 2.030
Low (YTD): 2/6/2024 0.590
52W High: 7/18/2023 2.510
52W Low: 2/6/2024 0.590
Avg. price 1W:   1.148
Avg. volume 1W:   0.000
Avg. price 1M:   1.322
Avg. volume 1M:   0.000
Avg. price 6M:   1.114
Avg. volume 6M:   14.961
Avg. price 1Y:   1.242
Avg. volume 1Y:   7.422
Volatility 1M:   166.77%
Volatility 6M:   175.81%
Volatility 1Y:   151.98%
Volatility 3Y:   -