OverviewChartNewsTraderScreen

DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

Frankfurt Zert./DZB
2024-06-04  8:34:56 PM Chg.+0.080 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.990EUR +8.79% 0.990
Bid Size: 7,500		 1.010
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 90.00 - 2024-12-20 Call
 

Master data

WKN: DW83K1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.13
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -0.42
Time value: 0.94
Break-even: 99.40
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 3.30%
Delta: 0.52
Theta: -0.03
Omega: 4.79
Rho: 0.19
 

Quote data

Open: 0.900
High: 0.990
Low: 0.860
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.47%
1 Month  
+65.00%
3 Months  
+70.69%
YTD  
+3.13%
1 Year
  -10.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.750
1M High / 1M Low: 0.910 0.630
6M High / 6M Low: 1.180 0.340
High (YTD): 2024-06-03 0.910
Low (YTD): 2024-04-23 0.340
52W High: 2023-07-18 1.860
52W Low: 2024-04-23 0.340
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.757
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   8.744
Avg. price 1Y:   0.839
Avg. volume 1Y:   27.816
Volatility 1M:   170.60%
Volatility 6M:   188.16%
Volatility 1Y:   159.52%
Volatility 3Y:   -