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DZ Bank Call 80 ELG 20.12.2024/  DE000DW81DZ4  /

EUWAX
2024-05-29  8:10:14 AM Chg.+0.06 Bid10:42:12 AM Ask10:42:12 AM Underlying Strike price Expiration date Option type
1.35EUR +4.65% 1.30
Bid Size: 30,000		 1.31
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: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.38%
1 Month  
+17.39%
3 Months  
+64.63%
YTD  
+8.00%
1 Year  
+9.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.16
1M High / 1M Low: 1.44 0.93
6M High / 6M Low: 1.77 0.50
High (YTD): 2024-05-27 1.44
Low (YTD): 2024-01-29 0.50
52W High: 2023-07-18 2.31
52W Low: 2024-01-29 0.50
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   0.96
Avg. volume 6M:   212.10
Avg. price 1Y:   1.13
Avg. volume 1Y:   102.73
Volatility 1M:   165.15%
Volatility 6M:   175.83%
Volatility 1Y:   153.77%
Volatility 3Y:   -