OverviewChartNewsTraderScreen

DZ Bank Call 68 ELG 21.06.2024/  DE000DW4L9J7  /

Frankfurt Zert./DZB
2024-05-13  10:04:32 AM Chg.+0.030 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
0.990EUR +3.13% 0.990
Bid Size: 30,000		 1.010
Ask Size: 30,000		 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: 7.45
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.80
Implied volatility: 0.54
Historic volatility: 0.39
Parity: 0.80
Time value: 0.22
Break-even: 78.20
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.06
Spread %: 6.25%
Delta: 0.77
Theta: -0.06
Omega: 5.75
Rho: 0.05
 

Quote data

Open: 0.870
High: 0.990
Low: 0.870
Previous Close: 0.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month
  -25.56%
3 Months  
+62.30%
YTD
  -27.74%
1 Year
  -28.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 0.960
1M High / 1M Low: 1.410 0.440
6M High / 6M Low: 1.990 0.440
High (YTD): 2024-05-07 1.410
Low (YTD): 2024-04-22 0.440
52W High: 2023-07-14 2.640
52W Low: 2024-04-22 0.440
Avg. price 1W:   1.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.935
Avg. volume 1M:   12.632
Avg. price 6M:   1.062
Avg. volume 6M:   1.935
Avg. price 1Y:   1.238
Avg. volume 1Y:   .984
Volatility 1M:   340.50%
Volatility 6M:   227.57%
Volatility 1Y:   191.65%
Volatility 3Y:   -