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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
8/2/2024  9:35:20 PM Chg.-0.070 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.580EUR -10.77% 0.600
Bid Size: 3,000		 0.630
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: 11.59
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.38
Parity: -0.70
Time value: 0.63
Break-even: 86.30
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.45
Theta: -0.03
Omega: 5.27
Rho: 0.10
 

Quote data

Open: 0.570
High: 0.670
Low: 0.530
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.95%
1 Month
  -36.26%
3 Months
  -38.30%
YTD
  -53.60%
1 Year
  -67.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.580
1M High / 1M Low: 1.400 0.580
6M High / 6M Low: 1.770 0.490
High (YTD): 6/7/2024 1.770
Low (YTD): 2/6/2024 0.490
52W High: 8/4/2023 1.790
52W Low: 2/6/2024 0.490
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.983
Avg. volume 1M:   0.000
Avg. price 6M:   0.994
Avg. volume 6M:   27.559
Avg. price 1Y:   1.011
Avg. volume 1Y:   13.672
Volatility 1M:   270.24%
Volatility 6M:   204.13%
Volatility 1Y:   173.87%
Volatility 3Y:   -