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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

EUWAX
2024-11-15  8:30:58 AM Chg.+0.030 Bid4:35:38 PM Ask4:35:38 PM Underlying Strike price Expiration date Option type
0.038EUR +375.00% 0.021
Bid Size: 30,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 80.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 169.25
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.41
Parity: -1.23
Time value: 0.04
Break-even: 80.40
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 5.01
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.10
Theta: -0.02
Omega: 17.70
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+245.45%
1 Month
  -68.33%
3 Months
  -93.97%
YTD
  -96.96%
1 Year
  -97.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.007
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 1.740 0.001
High (YTD): 2024-06-10 1.740
Low (YTD): 2024-11-05 0.001
52W High: 2023-11-29 1.770
52W Low: 2024-11-05 0.001
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   30.318
Avg. price 1Y:   0.813
Avg. volume 1Y:   118.367
Volatility 1M:   7,908.00%
Volatility 6M:   3,246.32%
Volatility 1Y:   2,302.56%
Volatility 3Y:   -