DZ Bank Call 40 SGM 20.09.2024
/ DE000DJ23SK3
DZ Bank Call 40 SGM 20.09.2024/ DE000DJ23SK3 /
| 17/05/2024 16:04:34 |
Chg.+0.010 |
Bid16:17:20 |
Ask16:17:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.220
Bid Size: 120,000 |
0.230
Ask Size: 120,000 |
STMICROELECTRONICS |
40.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23SK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
-0.11 |
| Time value: |
0.26 |
| Break-even: |
42.60 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
7.52 |
| Rho: |
0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
-59.65% |
| YTD |
|
|
-73.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.170 |
| 1M High / 1M Low: |
0.350 |
0.170 |
| 6M High / 6M Low: |
0.950 |
0.170 |
| High (YTD): |
02/01/2024 |
0.760 |
| Low (YTD): |
13/05/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.99% |
| Volatility 6M: |
|
165.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
