DZ Bank Call 92 ELG 20.12.2024
/ DE000DW9EL88
DZ Bank Call 92 ELG 20.12.2024/ DE000DW9EL88 /
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: |
|
- |