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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

Frankfurt Zert./DZB
2024-05-29  1:08:30 PM Chg.+0.020 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
1.380EUR +1.47% 1.380
Bid Size: 30,000		 1.390
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 80.00 - 2024-12-20 Call
 

Master data

WKN: DW81DZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.01
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.47
Implied volatility: 0.44
Historic volatility: 0.39
Parity: 0.47
Time value: 0.94
Break-even: 94.10
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.17%
Delta: 0.66
Theta: -0.03
Omega: 3.94
Rho: 0.23
 

Quote data

Open: 1.330
High: 1.380
Low: 1.290
Previous Close: 1.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.81%
1 Month  
+18.97%
3 Months  
+51.65%
YTD  
+10.40%
1 Year  
+12.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.280
1M High / 1M Low: 1.400 0.920
6M High / 6M Low: 1.760 0.490
High (YTD): 2024-05-23 1.400
Low (YTD): 2024-02-06 0.490
52W High: 2023-07-14 2.310
52W Low: 2024-02-06 0.490
Avg. price 1W:   1.344
Avg. volume 1W:   0.000
Avg. price 1M:   1.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.957
Avg. volume 6M:   28.226
Avg. price 1Y:   1.124
Avg. volume 1Y:   13.672
Volatility 1M:   162.82%
Volatility 6M:   178.31%
Volatility 1Y:   155.66%
Volatility 3Y:   -