OverviewChartNewsTraderScreen

DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

Frankfurt Zert./DZB
2024-05-28  12:34:55 PM Chg.+0.110 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
1.640EUR +7.19% 1.640
Bid Size: 30,000		 1.650
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 76.00 - 2024-12-20 Call
 

Master data

WKN: DW81DY
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 0.75
Implied volatility: 0.44
Historic volatility: 0.39
Parity: 0.75
Time value: 0.81
Break-even: 91.60
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.96%
Delta: 0.70
Theta: -0.03
Omega: 3.73
Rho: 0.24
 

Quote data

Open: 1.530
High: 1.640
Low: 1.510
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.20%
1 Month  
+24.24%
3 Months  
+65.66%
YTD  
+17.14%
1 Year  
+17.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.250
1M High / 1M Low: 1.620 1.090
6M High / 6M Low: 1.970 0.590
High (YTD): 2024-05-24 1.620
Low (YTD): 2024-02-06 0.590
52W High: 2023-07-18 2.510
52W Low: 2024-02-06 0.590
Avg. price 1W:   1.504
Avg. volume 1W:   0.000
Avg. price 1M:   1.322
Avg. volume 1M:   0.000
Avg. price 6M:   1.111
Avg. volume 6M:   15.323
Avg. price 1Y:   1.270
Avg. volume 1Y:   7.451
Volatility 1M:   155.77%
Volatility 6M:   171.86%
Volatility 1Y:   150.15%
Volatility 3Y:   -