DZ Bank Call 90 ELG 20.12.2024
/ DE000DW83K15
DZ Bank Call 90 ELG 20.12.2024/ DE000DW83K15 /
2024-06-04 8:17:38 AM |
Chg.+0.060 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
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: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.92% |
1 Month |
|
|
+47.54% |
3 Months |
|
|
+57.89% |
YTD |
|
|
-4.26% |
1 Year |
|
|
-20.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.710 |
1M High / 1M Low: |
0.940 |
0.580 |
6M High / 6M Low: |
1.190 |
0.340 |
High (YTD): |
2024-05-27 |
0.940 |
Low (YTD): |
2024-02-07 |
0.340 |
52W High: |
2023-07-14 |
1.870 |
52W Low: |
2024-02-07 |
0.340 |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.750 |
Avg. volume 1M: |
|
226.190 |
Avg. price 6M: |
|
0.663 |
Avg. volume 6M: |
|
90.800 |
Avg. price 1Y: |
|
0.843 |
Avg. volume 1Y: |
|
44.510 |
Volatility 1M: |
|
240.71% |
Volatility 6M: |
|
203.25% |
Volatility 1Y: |
|
167.89% |
Volatility 3Y: |
|
- |