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DZ Bank Call 92 ELG 20.12.2024/  DE000DW9EL88  /

EUWAX
2024-05-27  8:16:18 AM Chg.+0.040 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.870EUR +4.82% -
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: 9.26
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -0.77
Time value: 0.91
Break-even: 101.10
Moneyness: 0.92
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.49
Theta: -0.03
Omega: 4.54
Rho: 0.18
 

Quote data

Open: 0.890
High: 0.890
Low: 0.870
Previous Close: 0.830
Turnover: 498.400
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.85%
1 Month  
+33.85%
3 Months  
+52.63%
YTD
  -2.25%
1 Year
  -17.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.650
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: 1.270 0.320
High (YTD): 2024-05-27 0.870
Low (YTD): 2024-02-07 0.320
52W High: 2023-07-14 1.790
52W Low: 2024-02-07 0.320
Avg. price 1W:   0.774
Avg. volume 1W:   112
Avg. price 1M:   0.679
Avg. volume 1M:   28
Avg. price 6M:   0.634
Avg. volume 6M:   7.742
Avg. price 1Y:   0.806
Avg. volume 1Y:   3.765
Volatility 1M:   202.18%
Volatility 6M:   189.83%
Volatility 1Y:   157.19%
Volatility 3Y:   -