DZ Bank Call 90 ELG 20.12.2024/  DE000DW83K15  /

EUWAX
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:   -