DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

EUWAX
2024-05-27  8:15:21 AM Chg.+0.040 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.940EUR +4.44% -
Bid Size: -
-
Ask Size: -
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: 8.60
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.57
Time value: 0.98
Break-even: 99.80
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 3.16%
Delta: 0.52
Theta: -0.03
Omega: 4.44
Rho: 0.19
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month  
+34.29%
3 Months  
+54.10%
YTD     0.00%
1 Year
  -12.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.680
1M High / 1M Low: 0.900 0.580
6M High / 6M Low: 1.350 0.340
High (YTD): 2024-05-24 0.900
Low (YTD): 2024-02-07 0.340
52W High: 2023-07-14 1.870
52W Low: 2024-02-07 0.340
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.724
Avg. volume 1M:   250
Avg. price 6M:   0.678
Avg. volume 6M:   91.532
Avg. price 1Y:   0.848
Avg. volume 1Y:   44.685
Volatility 1M:   240.38%
Volatility 6M:   204.95%
Volatility 1Y:   166.83%
Volatility 3Y:   -