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DZ Bank Call 70 ELG 21.06.2024/  DE000DW4NF15  /

Frankfurt Zert./DZB
2024-05-13  7:35:03 PM Chg.+0.110 Bid7:41:46 PM Ask7:41:46 PM Underlying Strike price Expiration date Option type
0.930EUR +13.41% 0.920
Bid Size: 10,500		 0.970
Ask Size: 10,500		 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: 8.94
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.60
Implied volatility: 0.50
Historic volatility: 0.39
Parity: 0.60
Time value: 0.25
Break-even: 78.50
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 3.66%
Delta: 0.73
Theta: -0.06
Omega: 6.53
Rho: 0.05
 

Quote data

Open: 0.740
High: 0.930
Low: 0.740
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month
  -20.51%
3 Months  
+75.47%
YTD
  -26.19%
1 Year
  -29.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.820
1M High / 1M Low: 1.230 0.350
6M High / 6M Low: 1.870 0.350
High (YTD): 2024-05-07 1.230
Low (YTD): 2024-04-22 0.350
52W High: 2023-07-18 2.500
52W Low: 2024-04-22 0.350
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   13.158
Avg. price 6M:   0.949
Avg. volume 6M:   2.016
Avg. price 1Y:   1.135
Avg. volume 1Y:   4.134
Volatility 1M:   371.73%
Volatility 6M:   242.91%
Volatility 1Y:   202.42%
Volatility 3Y:   -