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DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

EUWAX
2024-05-29  8:10:14 AM Chg.+0.07 Bid2:27:22 PM Ask2:27:22 PM Underlying Strike price Expiration date Option type
1.60EUR +4.58% 1.63
Bid Size: 30,000		 1.64
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: 5.10
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.87
Implied volatility: 0.45
Historic volatility: 0.39
Parity: 0.87
Time value: 0.79
Break-even: 92.60
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.84%
Delta: 0.71
Theta: -0.03
Omega: 3.62
Rho: 0.24
 

Quote data

Open: 1.60
High: 1.60
Low: 1.60
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.79%
1 Month  
+19.40%
3 Months  
+61.62%
YTD  
+14.29%
1 Year  
+19.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.37
1M High / 1M Low: 1.68 1.10
6M High / 6M Low: 1.98 0.60
High (YTD): 2024-05-27 1.68
Low (YTD): 2024-02-07 0.60
52W High: 2023-07-18 2.51
52W Low: 2024-02-07 0.60
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.28
Avg. volume 1Y:   0.00
Volatility 1M:   156.28%
Volatility 6M:   175.01%
Volatility 1Y:   152.50%
Volatility 3Y:   -