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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
7/9/2024  9:34:55 PM Chg.-0.080 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.960EUR -7.69% 0.960
Bid Size: 3,000		 0.990
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 80.00 - 12/20/2024 Call
 

Master data

WKN: DW81DZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.15
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -0.35
Time value: 1.07
Break-even: 90.70
Moneyness: 0.96
Premium: 0.19
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 2.88%
Delta: 0.55
Theta: -0.04
Omega: 3.91
Rho: 0.14
 

Quote data

Open: 1.040
High: 1.110
Low: 0.950
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.87%
1 Month
  -45.76%
3 Months
  -12.73%
YTD
  -23.20%
1 Year
  -41.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.880
1M High / 1M Low: 1.540 0.880
6M High / 6M Low: 1.770 0.490
High (YTD): 6/7/2024 1.770
Low (YTD): 2/6/2024 0.490
52W High: 7/14/2023 2.310
52W Low: 2/6/2024 0.490
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.944
Avg. volume 6M:   27.559
Avg. price 1Y:   1.086
Avg. volume 1Y:   13.725
Volatility 1M:   189.07%
Volatility 6M:   190.40%
Volatility 1Y:   160.22%
Volatility 3Y:   -