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DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

Frankfurt Zert./DZB
15/08/2024  20:34:40 Chg.+0.020 Bid15/08/2024 Ask15/08/2024 Underlying Strike price Expiration date Option type
0.820EUR +2.50% 0.820
Bid Size: 7,500		 0.850
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 76.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.10
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.05
Time value: 0.83
Break-even: 84.30
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 3.75%
Delta: 0.56
Theta: -0.03
Omega: 5.12
Rho: 0.12
 

Quote data

Open: 0.800
High: 0.870
Low: 0.780
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.15%
1 Month
  -41.01%
3 Months
  -36.92%
YTD
  -41.43%
1 Year
  -27.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.650
1M High / 1M Low: 1.580 0.640
6M High / 6M Low: 2.030 0.640
High (YTD): 07/06/2024 2.030
Low (YTD): 06/02/2024 0.590
52W High: 07/06/2024 2.030
52W Low: 06/02/2024 0.590
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.997
Avg. volume 1M:   0.000
Avg. price 6M:   1.174
Avg. volume 6M:   14.961
Avg. price 1Y:   1.141
Avg. volume 1Y:   7.422
Volatility 1M:   217.10%
Volatility 6M:   176.51%
Volatility 1Y:   163.30%
Volatility 3Y:   -