DZ Bank Put 60 ELG 20.12.2024/  DE000DW87WX6  /

EUWAX
11/09/2024  08:19:58 Chg.+0.010 Bid10:03:13 Ask10:03:13 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.220
Bid Size: 30,000
0.230
Ask Size: 30,000
ELMOS SEMICOND. INH ... 60.00 - 20/12/2024 Put
 

Master data

WKN: DW87WX
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -30.48
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -1.01
Time value: 0.23
Break-even: 57.70
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 15.00%
Delta: -0.21
Theta: -0.02
Omega: -6.44
Rho: -0.05
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.82%
1 Month
  -13.04%
3 Months  
+66.67%
YTD
  -70.15%
1 Year
  -76.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.110
1M High / 1M Low: 0.220 0.047
6M High / 6M Low: 0.510 0.047
High (YTD): 17/01/2024 0.800
Low (YTD): 02/09/2024 0.047
52W High: 03/10/2023 1.120
52W Low: 02/09/2024 0.047
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.531
Avg. volume 1Y:   0.000
Volatility 1M:   419.40%
Volatility 6M:   231.13%
Volatility 1Y:   176.57%
Volatility 3Y:   -