DZ Bank Call 90 ELG 21.06.2024
/ DE000DW75X69
DZ Bank Call 90 ELG 21.06.2024/ DE000DW75X69 /
2024-05-27 3:37:41 PM |
Chg.-0.030 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-16.67% |
- Bid Size: - |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
90.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW75X6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-05 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
42.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.39 |
Parity: |
-0.57 |
Time value: |
0.20 |
Break-even: |
92.00 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
2.58 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.32 |
Theta: |
-0.08 |
Omega: |
13.58 |
Rho: |
0.02 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.150 |
Previous Close: |
0.180 |
Turnover: |
15 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+87.50% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
-31.82% |
YTD |
|
|
-70.00% |
1 Year |
|
|
-80.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.074 |
1M High / 1M Low: |
0.200 |
0.071 |
6M High / 6M Low: |
0.880 |
0.036 |
High (YTD): |
2024-01-02 |
0.390 |
Low (YTD): |
2024-04-23 |
0.036 |
52W High: |
2023-07-18 |
1.480 |
52W Low: |
2024-04-23 |
0.036 |
Avg. price 1W: |
|
0.119 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.252 |
Avg. volume 6M: |
|
322.581 |
Avg. price 1Y: |
|
0.466 |
Avg. volume 1Y: |
|
170.039 |
Volatility 1M: |
|
548.34% |
Volatility 6M: |
|
403.42% |
Volatility 1Y: |
|
305.76% |
Volatility 3Y: |
|
- |