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DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

Frankfurt Zert./DZB
11/10/2024  21:34:57 Chg.-0.002 Bid21:59:23 Ask21:59:23 Underlying Strike price Expiration date Option type
0.030EUR -6.25% 0.029
Bid Size: 3,000		 0.059
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: 111.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -2.40
Time value: 0.06
Break-even: 90.59
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 4.34
Spread abs.: 0.03
Spread %: 103.45%
Delta: 0.10
Theta: -0.02
Omega: 10.77
Rho: 0.01
 

Quote data

Open: 0.035
High: 0.042
Low: 0.025
Previous Close: 0.032
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.17%
3 Months
  -96.81%
YTD
  -96.88%
1 Year
  -95.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.019
1M High / 1M Low: 0.072 0.001
6M High / 6M Low: 1.150 0.001
High (YTD): 07/06/2024 1.150
Low (YTD): 23/09/2024 0.001
52W High: 29/11/2023 1.340
52W Low: 23/09/2024 0.001
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.603
Avg. volume 1Y:   16.051
Volatility 1M:   10,282.11%
Volatility 6M:   4,053.91%
Volatility 1Y:   2,856.98%
Volatility 3Y:   -