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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

EUWAX
9/17/2024  12:42:14 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 42.67
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.37
Parity: -1.60
Time value: 0.15
Break-even: 81.50
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 1.56
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.20
Theta: -0.02
Omega: 8.69
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.150
Low: 0.120
Previous Close: 0.150
Turnover: 99.900
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -76.56%
3 Months
  -88.89%
YTD
  -88.00%
1 Year
  -77.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.150
1M High / 1M Low: 0.850 0.150
6M High / 6M Low: 1.740 0.150
High (YTD): 6/10/2024 1.740
Low (YTD): 9/17/2024 0.150
52W High: 11/29/2023 1.770
52W Low: 9/17/2024 0.150
Avg. price 1W:   0.196
Avg. volume 1W:   233.200
Avg. price 1M:   0.515
Avg. volume 1M:   53
Avg. price 6M:   0.925
Avg. volume 6M:   9.039
Avg. price 1Y:   0.953
Avg. volume 1Y:   107.289
Volatility 1M:   232.66%
Volatility 6M:   201.86%
Volatility 1Y:   180.64%
Volatility 3Y:   -