DZ Bank Call 40 SGM 20.09.2024
/ DE000DJ23SK3
DZ Bank Call 40 SGM 20.09.2024/ DE000DJ23SK3 /
| 2024-06-21 9:35:18 PM |
Chg.0.000 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
0.00% |
0.170
Bid Size: 12,000 |
0.220
Ask Size: 12,000 |
STMICROELECTRONICS |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23SK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-0.20 |
| Time value: |
0.22 |
| Break-even: |
42.20 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.05 |
| Spread %: |
29.41% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
7.78 |
| Rho: |
0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.62% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-58.54% |
| YTD |
|
|
-80.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.170 |
| 1M High / 1M Low: |
0.370 |
0.160 |
| 6M High / 6M Low: |
0.910 |
0.160 |
| High (YTD): |
2024-01-02 |
0.760 |
| Low (YTD): |
2024-05-30 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.18% |
| Volatility 6M: |
|
195.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
