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DZ Bank Call 92 ELG 20.12.2024/  DE000DW9EL88  /

Frankfurt Zert./DZB
2024-05-28  5:04:23 PM Chg.+0.060 Bid5:29:16 PM Ask5:29:16 PM Underlying Strike price Expiration date Option type
0.780EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 92.00 - 2024-12-20 Call
 

Master data

WKN: DW9EL8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2024-12-20
Issue date: 2023-01-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.99
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -0.85
Time value: 0.76
Break-even: 99.60
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.46
Theta: -0.03
Omega: 5.08
Rho: 0.18
 

Quote data

Open: 0.720
High: 0.790
Low: 0.720
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.87%
1 Month  
+13.04%
3 Months  
+52.94%
YTD
  -14.29%
1 Year
  -25.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.610
1M High / 1M Low: 0.830 0.550
6M High / 6M Low: 1.260 0.310
High (YTD): 2024-05-23 0.830
Low (YTD): 2024-04-23 0.310
52W High: 2023-07-14 1.790
52W Low: 2024-04-23 0.310
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   190.07%
Volatility 6M:   190.93%
Volatility 1Y:   159.22%
Volatility 3Y:   -