DZ Bank Call 47.5 SGM 20.12.2024
/ DE000DJ39K74
DZ Bank Call 47.5 SGM 20.12.2024/ DE000DJ39K74 /
| 2024-06-21 9:52:47 AM |
Chg.-0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
47.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39K7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-0.95 |
| Time value: |
0.14 |
| Break-even: |
48.90 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.05 |
| Spread %: |
55.56% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
7.09 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-56.52% |
| YTD |
|
|
-82.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.180 |
0.088 |
| 6M High / 6M Low: |
0.580 |
0.088 |
| High (YTD): |
2024-01-02 |
0.500 |
| Low (YTD): |
2024-05-30 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.14% |
| Volatility 6M: |
|
213.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
