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DZ Bank Call 92 ELG 20.12.2024/  DE000DW9EL88  /

EUWAX
2024-06-04  8:18:29 AM Chg.+0.050 Bid6:04:56 PM Ask6:04:56 PM Underlying Strike price Expiration date Option type
0.820EUR +6.49% 0.890
Bid Size: 10,500		 0.920
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 92.00 - 2024-12-20 Call
 

Master data

WKN: DW9EL8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2024-12-20
Issue date: 2023-01-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.98
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -0.62
Time value: 0.86
Break-even: 100.60
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 3.61%
Delta: 0.50
Theta: -0.03
Omega: 4.95
Rho: 0.19
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.89%
1 Month  
+46.43%
3 Months  
+54.72%
YTD
  -7.87%
1 Year
  -25.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.660
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: 1.150 0.320
High (YTD): 2024-05-27 0.870
Low (YTD): 2024-02-07 0.320
52W High: 2023-07-14 1.790
52W Low: 2024-02-07 0.320
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.691
Avg. volume 1M:   26.667
Avg. price 6M:   0.620
Avg. volume 6M:   7.680
Avg. price 1Y:   0.800
Avg. volume 1Y:   3.765
Volatility 1M:   208.72%
Volatility 6M:   188.49%
Volatility 1Y:   158.54%
Volatility 3Y:   -