DZ Bank Put 60 ELG 20.12.2024/  DE000DW87WX6  /

EUWAX
2024-05-28  8:23:03 AM Chg.-0.040 Bid8:33:53 AM Ask8:33:53 AM Underlying Strike price Expiration date Option type
0.170EUR -19.05% 0.170
Bid Size: 10,500
0.190
Ask Size: 10,500
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: -35.13
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.39
Parity: -2.43
Time value: 0.24
Break-even: 57.60
Moneyness: 0.71
Premium: 0.32
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 14.29%
Delta: -0.13
Theta: -0.01
Omega: -4.44
Rho: -0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.88%
1 Month
  -57.50%
3 Months
  -66.67%
YTD
  -74.63%
1 Year
  -83.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 0.430 0.210
6M High / 6M Low: 0.800 0.210
High (YTD): 2024-01-17 0.800
Low (YTD): 2024-05-27 0.210
52W High: 2023-10-03 1.120
52W Low: 2024-05-27 0.210
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.719
Avg. volume 1Y:   0.000
Volatility 1M:   142.03%
Volatility 6M:   126.24%
Volatility 1Y:   106.03%
Volatility 3Y:   -