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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
11/10/2024  21:35:18 Chg.0.000 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 3,000		 0.150
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 80.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.00
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.38
Parity: -1.40
Time value: 0.15
Break-even: 81.50
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 2.05
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.21
Theta: -0.03
Omega: 9.36
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.140
Low: 0.088
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -33.33%
3 Months
  -91.43%
YTD
  -90.40%
1 Year
  -88.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.210 0.064
6M High / 6M Low: 1.770 0.064
High (YTD): 07/06/2024 1.770
Low (YTD): 23/09/2024 0.064
52W High: 07/06/2024 1.770
52W Low: 23/09/2024 0.064
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.816
Avg. volume 6M:   0.000
Avg. price 1Y:   0.899
Avg. volume 1Y:   13.672
Volatility 1M:   453.39%
Volatility 6M:   276.14%
Volatility 1Y:   223.10%
Volatility 3Y:   -