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DZ Bank Call 76 ELG 21.06.2024/  DE000DW7RQJ4  /

EUWAX
2024-05-27  8:15:37 AM Chg.+0.050 Bid3:22:34 PM Ask3:22:34 PM Underlying Strike price Expiration date Option type
0.980EUR +5.38% 0.930
Bid Size: 30,000		 -
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: 0.91
Intrinsic value: 0.83
Implied volatility: 0.51
Historic volatility: 0.39
Parity: 0.83
Time value: 0.15
Break-even: 85.80
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: -0.02
Spread %: -2.00%
Delta: 0.81
Theta: -0.07
Omega: 6.93
Rho: 0.04
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.93%
1 Month  
+68.97%
3 Months  
+55.56%
YTD  
+6.52%
1 Year
  -10.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.530
1M High / 1M Low: 0.930 0.390
6M High / 6M Low: 1.520 0.180
High (YTD): 2024-05-24 0.930
Low (YTD): 2024-04-23 0.180
52W High: 2023-07-18 2.150
52W Low: 2024-04-23 0.180
Avg. price 1W:   0.710
Avg. volume 1W:   220
Avg. price 1M:   0.598
Avg. volume 1M:   57.895
Avg. price 6M:   0.627
Avg. volume 6M:   91.129
Avg. price 1Y:   0.851
Avg. volume 1Y:   116.929
Volatility 1M:   376.94%
Volatility 6M:   310.26%
Volatility 1Y:   245.88%
Volatility 3Y:   -