DZ Bank Call 32.5 SGM 19.12.2025
/ DE000DQ54HJ8
DZ Bank Call 32.5 SGM 19.12.2025/ DE000DQ54HJ8 /
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: |
|
- |