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DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

Frankfurt Zert./DZB
6/28/2024  9:34:53 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.650EUR +6.56% 0.670
Bid Size: 3,000		 0.700
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 90.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.87
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -1.39
Time value: 0.70
Break-even: 97.00
Moneyness: 0.85
Premium: 0.27
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 4.48%
Delta: 0.42
Theta: -0.03
Omega: 4.51
Rho: 0.12
 

Quote data

Open: 0.610
High: 0.670
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.16%
1 Month
  -13.33%
3 Months  
+8.33%
YTD
  -32.29%
1 Year
  -54.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.590
1M High / 1M Low: 1.150 0.580
6M High / 6M Low: 1.150 0.340
High (YTD): 6/7/2024 1.150
Low (YTD): 4/23/2024 0.340
52W High: 7/18/2023 1.860
52W Low: 4/23/2024 0.340
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.814
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   8.606
Avg. price 1Y:   0.806
Avg. volume 1Y:   27.707
Volatility 1M:   219.04%
Volatility 6M:   204.97%
Volatility 1Y:   166.58%
Volatility 3Y:   -