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DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

Frankfurt Zert./DZB
05/08/2024  21:35:15 Chg.-0.060 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
0.250EUR -19.35% 0.240
Bid Size: 3,000		 0.270
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 90.00 - 20/12/2024 Call
 

Master data

WKN: DW83K1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.86
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.38
Parity: -1.70
Time value: 0.35
Break-even: 93.50
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.93
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.30
Theta: -0.03
Omega: 6.25
Rho: 0.07
 

Quote data

Open: 0.240
High: 0.270
Low: 0.200
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.43%
1 Month
  -65.28%
3 Months
  -65.28%
YTD
  -73.96%
1 Year
  -82.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.250
1M High / 1M Low: 0.940 0.250
6M High / 6M Low: 1.150 0.250
High (YTD): 07/06/2024 1.150
Low (YTD): 05/08/2024 0.250
52W High: 29/11/2023 1.340
52W Low: 05/08/2024 0.250
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.706
Avg. volume 1Y:   27.816
Volatility 1M:   302.08%
Volatility 6M:   225.83%
Volatility 1Y:   185.22%
Volatility 3Y:   -