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DZ Bank Call 92 ELG 20.12.2024/  DE000DW9EL88  /

EUWAX
2024-05-29  8:16:55 AM Chg.+0.030 Bid10:39:02 AM Ask10:39:02 AM Underlying Strike price Expiration date Option type
0.750EUR +4.17% 0.730
Bid Size: 30,000		 0.740
Ask Size: 30,000		 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: 10.46
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -0.73
Time value: 0.81
Break-even: 100.10
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 3.85%
Delta: 0.48
Theta: -0.03
Omega: 5.02
Rho: 0.18
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+5.63%
3 Months  
+47.06%
YTD
  -15.73%
1 Year
  -25.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.690
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: 1.270 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:   0.788
Avg. volume 1W:   112
Avg. price 1M:   0.681
Avg. volume 1M:   26.667
Avg. price 6M:   0.631
Avg. volume 6M:   7.742
Avg. price 1Y:   0.806
Avg. volume 1Y:   3.750
Volatility 1M:   207.77%
Volatility 6M:   188.73%
Volatility 1Y:   157.84%
Volatility 3Y:   -