OverviewChartNewsTraderScreen

DZ Bank Call 35 SGM 21.06.2024/  DE000DW3JRM2  /

EUWAX
2024-06-14  12:20:28 PM Chg.-0.120 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.490EUR -19.67% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 35.00 - 2024-06-21 Call
 

Master data

WKN: DW3JRM
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.58
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 1.24
Historic volatility: 0.30
Parity: 0.44
Time value: 0.08
Break-even: 40.20
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 2.37
Spread abs.: 0.08
Spread %: 18.18%
Delta: 0.80
Theta: -0.15
Omega: 6.03
Rho: 0.00
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+6.52%
3 Months
  -42.35%
YTD
  -58.47%
1 Year
  -63.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.490
1M High / 1M Low: 0.630 0.270
6M High / 6M Low: 1.230 0.270
High (YTD): 2024-01-02 1.080
Low (YTD): 2024-05-30 0.270
52W High: 2023-07-27 1.710
52W Low: 2024-05-30 0.270
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   0.849
Avg. volume 1Y:   0.000
Volatility 1M:   301.79%
Volatility 6M:   209.30%
Volatility 1Y:   167.10%
Volatility 3Y:   -