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DZ Bank Call 70 ELG 21.06.2024/  DE000DW4NF15  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.+0.070 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.960EUR +7.87% 1.020
Bid Size: 3,000		 1.080
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 70.00 - 2024-06-21 Call
 

Master data

WKN: DW4NF1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2022-08-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.82
Implied volatility: 0.62
Historic volatility: 0.39
Parity: 0.82
Time value: 0.26
Break-even: 80.80
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 5.88%
Delta: 0.76
Theta: -0.07
Omega: 5.48
Rho: 0.05
 

Quote data

Open: 0.860
High: 1.020
Low: 0.860
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+123.26%
3 Months  
+29.73%
YTD
  -23.81%
1 Year
  -40.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.890
1M High / 1M Low: 1.230 0.350
6M High / 6M Low: 1.870 0.350
High (YTD): 2024-05-07 1.230
Low (YTD): 2024-04-22 0.350
52W High: 2023-07-18 2.500
52W Low: 2024-04-22 0.350
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.850
Avg. volume 1M:   12.500
Avg. price 6M:   0.928
Avg. volume 6M:   2.016
Avg. price 1Y:   1.126
Avg. volume 1Y:   4.118
Volatility 1M:   335.94%
Volatility 6M:   242.40%
Volatility 1Y:   202.35%
Volatility 3Y:   -