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DZ Bank Call 84 ELG 21.06.2024/  DE000DJ0WV80  /

Frankfurt Zert./DZB
2024-06-07  10:35:11 AM Chg.+0.030 Bid2024-06-07 Ask- Underlying Strike price Expiration date Option type
0.560EUR +5.66% 0.560
Bid Size: 30,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 84.00 - 2024-06-21 Call
 

Master data

WKN: DJ0WV8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.47
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.33
Implied volatility: 0.50
Historic volatility: 0.39
Parity: 0.33
Time value: 0.20
Break-even: 89.30
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.68
Theta: -0.11
Omega: 11.15
Rho: 0.02
 

Quote data

Open: 0.520
High: 0.610
Low: 0.520
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+43.59%
1 Month  
+51.35%
3 Months  
+69.70%
YTD
  -16.42%
1 Year
  -39.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.390
1M High / 1M Low: 0.680 0.160
6M High / 6M Low: 0.890 0.064
High (YTD): 2024-06-05 0.680
Low (YTD): 2024-04-23 0.064
52W High: 2023-07-14 1.720
52W Low: 2024-04-23 0.064
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   0.574
Avg. volume 1Y:   0.000
Volatility 1M:   429.75%
Volatility 6M:   402.62%
Volatility 1Y:   309.97%
Volatility 3Y:   -