DZ Bank Call 37.5 SGM 20.06.2025
/ DE000DJ522N3
DZ Bank Call 37.5 SGM 20.06.2025/ DE000DJ522N3 /
| 2024-07-26 9:02:59 AM |
Chg.-0.120 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-40.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
37.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ522N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.68 |
| Time value: |
0.25 |
| Break-even: |
40.00 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
25.00% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
0.08 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.04% |
| 1 Month |
|
|
-61.70% |
| 3 Months |
|
|
-76.62% |
| YTD |
|
|
-85.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.180 |
| 1M High / 1M Low: |
0.630 |
0.180 |
| 6M High / 6M Low: |
1.130 |
0.180 |
| High (YTD): |
2024-01-02 |
1.170 |
| Low (YTD): |
2024-07-26 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.721 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.79% |
| Volatility 6M: |
|
147.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
