DZ Bank Call 55 SGM 20.09.2024
/ DE000DJ23SP2
DZ Bank Call 55 SGM 20.09.2024/ DE000DJ23SP2 /
| 5/16/2024 9:06:55 AM |
Chg.+0.002 |
Bid10:53:53 AM |
Ask10:53:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+50.00% |
0.005
Bid Size: 120,000 |
0.040
Ask Size: 120,000 |
STMICROELECTRONICS |
55.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23SP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
-1.60 |
| Time value: |
0.08 |
| Break-even: |
55.81 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.08 |
| Spread %: |
8,000.00% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
7.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.006 |
| High: |
0.006 |
| Low: |
0.006 |
| Previous Close: |
0.004 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-78.57% |
| 3 Months |
|
|
-92.94% |
| YTD |
|
|
-97.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.004 |
0.001 |
| 1M High / 1M Low: |
0.033 |
0.001 |
| 6M High / 6M Low: |
0.240 |
0.001 |
| High (YTD): |
1/2/2024 |
0.170 |
| Low (YTD): |
5/14/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,307.67% |
| Volatility 6M: |
|
573.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
