DZ Bank Call 32.5 SGM 19.12.2025/  DE000DQ54HJ8  /

Frankfurt Zert./DZB
2024-11-12  9:34:43 PM Chg.+0.010 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 12,000
0.180
Ask Size: 12,000
STMICROELECTRONICS 32.50 EUR 2025-12-19 Call
 

Master data

WKN: DQ54HJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 2025-12-19
Issue date: 2024-07-30
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.86
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.33
Parity: -0.72
Time value: 0.17
Break-even: 34.20
Moneyness: 0.78
Premium: 0.35
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.34
Theta: 0.00
Omega: 5.01
Rho: 0.08
 

Quote data

Open: 0.140
High: 0.170
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -12.50%
3 Months
  -26.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -