DZ Bank Call 37.5 SGM 20.06.2025
/ DE000DJ522N3
DZ Bank Call 37.5 SGM 20.06.2025/ DE000DJ522N3 /
| 7/12/2024 9:35:06 PM |
Chg.+0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+5.17% |
0.600
Bid Size: 12,000 |
0.650
Ask Size: 12,000 |
STMICROELECTRONICS |
37.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ522N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
0.13 |
| Time value: |
0.48 |
| Break-even: |
43.60 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
8.93% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.11 |
| Rho: |
0.18 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-24.69% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
-51.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.560 |
| 1M High / 1M Low: |
0.810 |
0.460 |
| 6M High / 6M Low: |
1.140 |
0.460 |
| High (YTD): |
3/12/2024 |
1.140 |
| Low (YTD): |
7/1/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.89% |
| Volatility 6M: |
|
111.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
