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DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

Frankfurt Zert./DZB
11/5/2024  1:08:29 PM Chg.+0.058 Bid9:58:02 PM Ask11/5/2024 Underlying Strike price Expiration date Option type
0.061EUR +1933.33% -
Bid Size: -		 -
Ask Size: -		 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: 11/5/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 169.74
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.41
Parity: -0.98
Time value: 0.04
Break-even: 76.39
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 3.65
Spread abs.: -0.05
Spread %: -56.67%
Delta: 0.12
Theta: -0.02
Omega: 19.76
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.061
Low: 0.004
Previous Close: 0.003
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -53.08%
3 Months
  -93.15%
YTD
  -95.64%
1 Year
  -95.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.140 0.001
6M High / 6M Low: 2.030 0.001
High (YTD): 6/7/2024 2.030
Low (YTD): 10/31/2024 0.001
52W High: 6/7/2024 2.030
52W Low: 10/31/2024 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.839
Avg. volume 6M:   0.000
Avg. price 1Y:   0.980
Avg. volume 1Y:   7.661
Volatility 1M:   8,603.13%
Volatility 6M:   2,944.45%
Volatility 1Y:   2,057.25%
Volatility 3Y:   -