DZ Bank Call 42.5 SGM 20.06.2025
/ DE000DJ40CC8
DZ Bank Call 42.5 SGM 20.06.2025/ DE000DJ40CC8 /
| 2024-06-21 9:53:40 AM |
Chg.-0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
42.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ40CC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.45 |
| Time value: |
0.41 |
| Break-even: |
46.60 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
13.89% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
4.48 |
| Rho: |
0.14 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-62.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.360 |
| 1M High / 1M Low: |
0.530 |
0.340 |
| 6M High / 6M Low: |
0.980 |
0.340 |
| High (YTD): |
2024-01-02 |
0.880 |
| Low (YTD): |
2024-05-30 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.35% |
| Volatility 6M: |
|
141.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
