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DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

Frankfurt Zert./DZB
2024-06-07  6:35:15 PM Chg.+0.170 Bid6:57:05 PM Ask6:57:05 PM Underlying Strike price Expiration date Option type
1.160EUR +17.17% 1.170
Bid Size: 10,500		 1.190
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 90.00 - 2024-12-20 Call
 

Master data

WKN: DW83K1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.56
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.39
Parity: -0.27
Time value: 1.02
Break-even: 100.20
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 3.03%
Delta: 0.55
Theta: -0.03
Omega: 4.68
Rho: 0.20
 

Quote data

Open: 0.990
High: 1.160
Low: 0.990
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.47%
1 Month  
+34.88%
3 Months  
+90.16%
YTD  
+20.83%
1 Year  
+2.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.850
1M High / 1M Low: 1.110 0.630
6M High / 6M Low: 1.180 0.340
High (YTD): 2024-06-05 1.110
Low (YTD): 2024-04-23 0.340
52W High: 2023-07-18 1.860
52W Low: 2024-04-23 0.340
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   0.656
Avg. volume 6M:   8.744
Avg. price 1Y:   0.839
Avg. volume 1Y:   27.707
Volatility 1M:   162.04%
Volatility 6M:   189.59%
Volatility 1Y:   160.16%
Volatility 3Y:   -