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DZ Bank Call 100 ELG 20.12.2024/  DE000DW9U5G5  /

Frankfurt Zert./DZB
2024-05-28  2:04:29 PM Chg.+0.040 Bid2:17:55 PM Ask2:17:55 PM Underlying Strike price Expiration date Option type
0.520EUR +8.33% 0.510
Bid Size: 30,000		 0.520
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 100.00 - 2024-12-20 Call
 

Master data

WKN: DW9U5G
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-02-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.37
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -1.65
Time value: 0.51
Break-even: 105.10
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 6.25%
Delta: 0.35
Theta: -0.03
Omega: 5.77
Rho: 0.14
 

Quote data

Open: 0.480
High: 0.530
Low: 0.480
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month     0.00%
3 Months  
+36.84%
YTD
  -31.58%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.440
1M High / 1M Low: 0.580 0.400
6M High / 6M Low: 1.040 0.220
High (YTD): 2024-01-02 0.630
Low (YTD): 2024-04-23 0.220
52W High: 2023-07-14 1.500
52W Low: 2024-04-23 0.220
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   8.065
Avg. price 1Y:   0.660
Avg. volume 1Y:   7.451
Volatility 1M:   191.37%
Volatility 6M:   205.33%
Volatility 1Y:   168.87%
Volatility 3Y:   -