DZ Bank Call 84 ELG 21.06.2024/  DE000DJ0WV80  /

EUWAX
2024-05-10  8:28:12 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% -
Bid Size: -
-
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: 38.00
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -0.80
Time value: 0.20
Break-even: 86.00
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.01
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.29
Theta: -0.05
Omega: 11.14
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month
  -44.74%
3 Months
  -8.70%
YTD
  -67.19%
1 Year
  -79.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.160
1M High / 1M Low: 0.410 0.065
6M High / 6M Low: 1.110 0.065
High (YTD): 2024-01-08 0.500
Low (YTD): 2024-04-23 0.065
52W High: 2023-07-14 1.730
52W Low: 2024-04-23 0.065
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   0.619
Avg. volume 1Y:   0.000
Volatility 1M:   666.48%
Volatility 6M:   368.52%
Volatility 1Y:   283.91%
Volatility 3Y:   -