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DZ Bank Call 76 ELG 21.06.2024/  DE000DW7RQJ4  /

Frankfurt Zert./DZB
2024-05-24  9:34:47 PM Chg.-0.010 Bid9:58:03 PM Ask2024-05-24 Underlying Strike price Expiration date Option type
0.910EUR -1.09% 1.000
Bid Size: 3,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 76.00 - 2024-06-21 Call
 

Master data

WKN: DW7RQJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-06-21
Issue date: 2022-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.83
Implied volatility: 0.49
Historic volatility: 0.39
Parity: 0.83
Time value: 0.15
Break-even: 85.80
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: -0.02
Spread %: -2.00%
Delta: 0.81
Theta: -0.06
Omega: 6.94
Rho: 0.04
 

Quote data

Open: 0.930
High: 1.040
Low: 0.890
Previous Close: 0.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.45%
1 Month  
+40.00%
3 Months  
+37.88%
YTD
  -5.21%
1 Year
  -16.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.500
1M High / 1M Low: 0.920 0.430
6M High / 6M Low: 1.510 0.180
High (YTD): 2024-05-23 0.920
Low (YTD): 2024-04-22 0.180
52W High: 2023-07-18 2.150
52W Low: 2024-04-22 0.180
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   64.516
Avg. price 1Y:   0.849
Avg. volume 1Y:   61.698
Volatility 1M:   328.04%
Volatility 6M:   307.41%
Volatility 1Y:   244.41%
Volatility 3Y:   -