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DZ Bank Call 76 ELG 20.12.2024/  DE000DW81DY7  /

Frankfurt Zert./DZB
2024-06-04  9:34:42 PM Chg.+0.090 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.800EUR +5.26% 1.810
Bid Size: 3,000		 1.870
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 76.00 - 2024-12-20 Call
 

Master data

WKN: DW81DY
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.98
Implied volatility: 0.46
Historic volatility: 0.39
Parity: 0.98
Time value: 0.76
Break-even: 93.40
Moneyness: 1.13
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.75%
Delta: 0.72
Theta: -0.03
Omega: 3.56
Rho: 0.24
 

Quote data

Open: 1.690
High: 1.810
Low: 1.640
Previous Close: 1.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.80%
1 Month  
+62.16%
3 Months  
+71.43%
YTD  
+28.57%
1 Year  
+23.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.480
1M High / 1M Low: 1.710 1.160
6M High / 6M Low: 1.740 0.590
High (YTD): 2024-06-03 1.710
Low (YTD): 2024-02-06 0.590
52W High: 2023-07-18 2.510
52W Low: 2024-02-06 0.590
Avg. price 1W:   1.582
Avg. volume 1W:   0.000
Avg. price 1M:   1.404
Avg. volume 1M:   0.000
Avg. price 6M:   1.107
Avg. volume 6M:   15.200
Avg. price 1Y:   1.275
Avg. volume 1Y:   7.451
Volatility 1M:   136.52%
Volatility 6M:   168.18%
Volatility 1Y:   150.27%
Volatility 3Y:   -