DZ Bank Put 60 ELG 20.12.2024/  DE000DW87WX6  /

Frankfurt Zert./DZB
2024-06-07  8:34:34 PM Chg.-0.010 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 7,500
0.130
Ask Size: 7,500
ELMOS SEMICOND. INH ... 60.00 - 2024-12-20 Put
 

Master data

WKN: DW87WX
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -58.20
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.39
Parity: -2.73
Time value: 0.15
Break-even: 58.50
Moneyness: 0.69
Premium: 0.33
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.09
Theta: -0.01
Omega: -5.40
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -65.63%
3 Months
  -75.56%
YTD
  -83.33%
1 Year
  -89.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.390 0.110
6M High / 6M Low: 0.810 0.110
High (YTD): 2024-01-17 0.810
Low (YTD): 2024-06-05 0.110
52W High: 2023-10-03 1.120
52W Low: 2024-06-05 0.110
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   158.44%
Volatility 6M:   122.71%
Volatility 1Y:   106.80%
Volatility 3Y:   -