OverviewChartNewsTraderScreen

DZ Bank Call 45 SGM 20.06.2025/  DE000DJ39K82  /

Frankfurt Zert./DZB
2024-09-24  8:04:33 PM Chg.0.000 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 24,000		 0.100
Ask Size: 24,000		 STMICROELECTRONICS 45.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ39K8
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.84
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.33
Parity: -2.02
Time value: 0.10
Break-even: 46.00
Moneyness: 0.55
Premium: 0.85
Premium p.a.: 1.31
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.18
Theta: -0.01
Omega: 4.57
Rho: 0.03
 

Quote data

Open: 0.007
High: 0.009
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months
  -99.66%
YTD
  -99.88%
1 Year
  -99.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.013 0.001
6M High / 6M Low: 0.480 0.001
High (YTD): 2024-01-02 0.750
Low (YTD): 2024-09-23 0.001
52W High: 2023-12-15 0.910
52W Low: 2024-09-23 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   846.66%
Volatility 6M:   1,314.33%
Volatility 1Y:   932.43%
Volatility 3Y:   -