DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

EUWAX
9/17/2024  8:13:48 AM Chg.-0.011 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.035EUR -23.91% -
Bid Size: -
-
Ask Size: -
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: 98.46
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -2.60
Time value: 0.07
Break-even: 90.65
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 2.86
Spread abs.: 0.03
Spread %: 85.71%
Delta: 0.10
Theta: -0.01
Omega: 9.81
Rho: 0.01
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.83%
1 Month
  -88.71%
3 Months
  -95.83%
YTD
  -96.28%
1 Year
  -93.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.035
1M High / 1M Low: 0.410 0.035
6M High / 6M Low: 1.130 0.035
High (YTD): 6/10/2024 1.130
Low (YTD): 9/17/2024 0.035
52W High: 11/29/2023 1.350
52W Low: 9/17/2024 0.035
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   84.186
Avg. price 1Y:   0.651
Avg. volume 1Y:   56.055
Volatility 1M:   319.81%
Volatility 6M:   252.32%
Volatility 1Y:   209.92%
Volatility 3Y:   -