DZ Bank Call 45 SGM 20.06.2025
/ DE000DJ39K82
DZ Bank Call 45 SGM 20.06.2025/ DE000DJ39K82 /
| 2024-06-21 9:52:47 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
-0.70 |
| Time value: |
0.35 |
| Break-even: |
48.50 |
| Moneyness: |
0.84 |
| Premium: |
0.28 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
16.67% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
4.62 |
| Rho: |
0.13 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.50% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
-35.42% |
| YTD |
|
|
-63.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.310 |
| 1M High / 1M Low: |
0.460 |
0.290 |
| 6M High / 6M Low: |
0.870 |
0.290 |
| High (YTD): |
2024-01-02 |
0.780 |
| Low (YTD): |
2024-05-30 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.12% |
| Volatility 6M: |
|
141.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
