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DZ Bank Call 70 ELG 21.06.2024/  DE000DW4NF15  /

Frankfurt Zert./DZB
2024-05-27  12:35:15 PM Chg.+0.100 Bid9:58:02 PM Ask- Underlying Strike price Expiration date Option type
1.540EUR +6.94% 1.420
Bid Size: 3,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 70.00 - 2024-06-21 Call
 

Master data

WKN: DW4NF1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2022-08-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.43
Implied volatility: 0.66
Historic volatility: 0.39
Parity: 1.43
Time value: 0.11
Break-even: 85.40
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.88
Theta: -0.06
Omega: 4.82
Rho: 0.04
 

Quote data

Open: 1.520
High: 1.610
Low: 1.520
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.98%
1 Month  
+50.98%
3 Months  
+65.59%
YTD  
+22.22%
1 Year  
+16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 0.910
1M High / 1M Low: 1.440 0.760
6M High / 6M Low: 1.870 0.350
High (YTD): 2024-05-24 1.440
Low (YTD): 2024-04-22 0.350
52W High: 2023-07-18 2.500
52W Low: 2024-04-22 0.350
Avg. price 1W:   1.208
Avg. volume 1W:   0.000
Avg. price 1M:   1.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.917
Avg. volume 6M:   2.016
Avg. price 1Y:   1.122
Avg. volume 1Y:   4.134
Volatility 1M:   250.56%
Volatility 6M:   248.50%
Volatility 1Y:   205.83%
Volatility 3Y:   -