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DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

EUWAX
8/5/2024  8:09:56 AM Chg.-0.060 Bid4:15:55 PM Ask4:15:55 PM Underlying Strike price Expiration date Option type
0.240EUR -20.00% 0.250
Bid Size: 30,000		 0.260
Ask Size: 30,000		 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: 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: 0.240
Low: 0.240
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.19%
1 Month
  -57.89%
3 Months
  -60.66%
YTD
  -74.47%
1 Year
  -82.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.300
1M High / 1M Low: 0.900 0.300
6M High / 6M Low: 1.130 0.300
High (YTD): 6/10/2024 1.130
Low (YTD): 8/2/2024 0.300
52W High: 11/29/2023 1.350
52W Low: 8/2/2024 0.300
Avg. price 1W:   0.408
Avg. volume 1W:   600
Avg. price 1M:   0.630
Avg. volume 1M:   142.857
Avg. price 6M:   0.652
Avg. volume 6M:   103.228
Avg. price 1Y:   0.713
Avg. volume 1Y:   56.496
Volatility 1M:   265.56%
Volatility 6M:   233.31%
Volatility 1Y:   189.54%
Volatility 3Y:   -