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DZ Bank Call 70 ELG 21.06.2024/  DE000DW4NF15  /

Frankfurt Zert./DZB
2024-05-02  4:35:28 PM Chg.-0.130 Bid4:39:42 PM Ask4:39:42 PM Underlying Strike price Expiration date Option type
0.870EUR -13.00% 0.860
Bid Size: 30,000		 0.870
Ask Size: 30,000		 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: 7.36
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.80
Implied volatility: 0.50
Historic volatility: 0.39
Parity: 0.80
Time value: 0.26
Break-even: 80.60
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 6.00%
Delta: 0.76
Theta: -0.05
Omega: 5.60
Rho: 0.07
 

Quote data

Open: 0.990
High: 0.990
Low: 0.870
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.42%
1 Month  
+26.09%
3 Months  
+77.55%
YTD
  -30.95%
1 Year
  -41.61%
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.950
1M High / 1M Low: 1.210 0.350
6M High / 6M Low: 1.870 0.350
High (YTD): 2024-04-11 1.210
Low (YTD): 2024-04-22 0.350
52W High: 2023-07-18 2.500
52W Low: 2024-04-22 0.350
Avg. price 1W:   1.008
Avg. volume 1W:   62.500
Avg. price 1M:   0.816
Avg. volume 1M:   11.905
Avg. price 6M:   0.966
Avg. volume 6M:   2.016
Avg. price 1Y:   1.154
Avg. volume 1Y:   4.102
Volatility 1M:   362.33%
Volatility 6M:   234.04%
Volatility 1Y:   198.28%
Volatility 3Y:   -