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DZ Bank Call 80 ELG 21.06.2024/  DE000DW7RQK2  /

EUWAX
2024-05-27  8:15:42 AM Chg.+0.040 Bid10:39:06 AM Ask10:39:06 AM Underlying Strike price Expiration date Option type
0.680EUR +6.25% 0.720
Bid Size: 30,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 80.00 - 2024-06-21 Call
 

Master data

WKN: DW7RQK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2022-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.58
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.43
Implied volatility: 0.47
Historic volatility: 0.39
Parity: 0.43
Time value: 0.24
Break-even: 86.70
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.51
Spread abs.: -0.04
Spread %: -5.63%
Delta: 0.69
Theta: -0.08
Omega: 8.72
Rho: 0.04
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+94.29%
1 Month  
+70.00%
3 Months  
+44.68%
YTD
  -10.53%
1 Year
  -30.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.320
1M High / 1M Low: 0.640 0.240
6M High / 6M Low: 1.300 0.110
High (YTD): 2024-05-24 0.640
Low (YTD): 2024-04-23 0.110
52W High: 2023-07-14 1.940
52W Low: 2024-04-23 0.110
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   199.742
Avg. price 1Y:   0.707
Avg. volume 1Y:   180.189
Volatility 1M:   445.50%
Volatility 6M:   349.16%
Volatility 1Y:   270.73%
Volatility 3Y:   -