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DZ Bank Call 68 ELG 21.06.2024/  DE000DW4L9J7  /

Frankfurt Zert./DZB
2024-05-27  12:34:51 PM Chg.+0.110 Bid9:58:02 PM Ask- Underlying Strike price Expiration date Option type
1.740EUR +6.75% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 68.00 - 2024-06-21 Call
 

Master data

WKN: DW4L9J
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2022-08-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.87
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.63
Implied volatility: 0.71
Historic volatility: 0.39
Parity: 1.63
Time value: 0.10
Break-even: 85.30
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.06
Omega: 4.37
Rho: 0.04
 

Quote data

Open: 1.720
High: 1.810
Low: 1.720
Previous Close: 1.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+59.63%
1 Month  
+47.46%
3 Months  
+87.10%
YTD  
+27.01%
1 Year  
+23.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.740 1.090
1M High / 1M Low: 1.740 0.890
6M High / 6M Low: 1.990 0.440
High (YTD): 2024-05-27 1.740
Low (YTD): 2024-04-22 0.440
52W High: 2023-07-14 2.640
52W Low: 2024-04-22 0.440
Avg. price 1W:   1.502
Avg. volume 1W:   0.000
Avg. price 1M:   1.196
Avg. volume 1M:   0.000
Avg. price 6M:   1.036
Avg. volume 6M:   1.935
Avg. price 1Y:   1.231
Avg. volume 1Y:   .980
Volatility 1M:   227.32%
Volatility 6M:   231.94%
Volatility 1Y:   193.91%
Volatility 3Y:   -