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DZ Bank Call 68 ELG 21.06.2024/  DE000DW4L9J7  /

EUWAX
2024-05-13  8:23:39 AM Chg.-0.21 Bid5:45:03 PM Ask5:45:03 PM Underlying Strike price Expiration date Option type
0.87EUR -19.44% 1.08
Bid Size: 10,500		 1.13
Ask Size: 10,500		 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: 0.87
High: 0.87
Low: 0.87
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.25%
1 Month
  -31.50%
3 Months  
+17.57%
YTD
  -34.09%
1 Year
  -42.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 0.89
1M High / 1M Low: 1.41 0.44
6M High / 6M Low: 2.00 0.44
High (YTD): 2024-05-08 1.41
Low (YTD): 2024-04-23 0.44
52W High: 2023-07-18 2.64
52W Low: 2024-04-23 0.44
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.07
Avg. volume 6M:   9.68
Avg. price 1Y:   1.24
Avg. volume 1Y:   4.72
Volatility 1M:   395.08%
Volatility 6M:   245.83%
Volatility 1Y:   201.74%
Volatility 3Y:   -