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DZ Bank Call 70 ELG 21.06.2024/  DE000DW4NF15  /

EUWAX
2024-05-10  12:44:34 PM Chg.-0.080 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.810EUR -8.99% -
Bid Size: -		 -
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: 8.94
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.60
Implied volatility: 0.48
Historic volatility: 0.39
Parity: 0.60
Time value: 0.25
Break-even: 78.50
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 3.66%
Delta: 0.73
Theta: -0.05
Omega: 6.54
Rho: 0.05
 

Quote data

Open: 0.910
High: 0.910
Low: 0.810
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -28.32%
3 Months  
+15.71%
YTD
  -35.71%
1 Year
  -44.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.770
1M High / 1M Low: 1.230 0.350
6M High / 6M Low: 1.880 0.350
High (YTD): 2024-05-08 1.230
Low (YTD): 2024-04-23 0.350
52W High: 2023-07-18 2.510
52W Low: 2024-04-23 0.350
Avg. price 1W:   0.954
Avg. volume 1W:   0.000
Avg. price 1M:   0.814
Avg. volume 1M:   13.158
Avg. price 6M:   0.955
Avg. volume 6M:   54.886
Avg. price 1Y:   1.141
Avg. volume 1Y:   32.091
Volatility 1M:   395.20%
Volatility 6M:   271.01%
Volatility 1Y:   217.87%
Volatility 3Y:   -