DZ Bank Call 50 SGM 20.09.2024
/ DE000DJ23SN7
DZ Bank Call 50 SGM 20.09.2024/ DE000DJ23SN7 /
| 2024-06-14 9:34:45 PM |
Chg.-0.013 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-36.11% |
0.023
Bid Size: 12,000 |
0.063
Ask Size: 12,000 |
STMICROELECTRONICS |
50.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23SN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
62.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-1.06 |
| Time value: |
0.06 |
| Break-even: |
50.63 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.04 |
| Spread %: |
173.91% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
10.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.019 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.35% |
| 1 Month |
|
|
+64.29% |
| 3 Months |
|
|
-82.31% |
| YTD |
|
|
-93.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.023 |
| 1M High / 1M Low: |
0.041 |
0.003 |
| 6M High / 6M Low: |
0.390 |
0.003 |
| High (YTD): |
2024-01-02 |
0.280 |
| Low (YTD): |
2024-05-30 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
953.35% |
| Volatility 6M: |
|
521.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
