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DZ Bank Call 92 ELG 20.12.2024/  DE000DW9EL88  /

EUWAX
2024-05-28  8:17:19 AM Chg.-0.150 Bid2:03:06 PM Ask2:03:06 PM Underlying Strike price Expiration date Option type
0.720EUR -17.24% 0.770
Bid Size: 30,000		 0.780
Ask Size: 30,000		 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: 0.720
Low: 0.720
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.77%
1 Month  
+10.77%
3 Months  
+26.32%
YTD
  -19.10%
1 Year
  -31.43%
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:   -