DZ Bank Call 37.5 SGM 20.09.2024/  DE000DJ522L7  /

Frankfurt Zert./DZB
8/6/2024  12:34:51 PM Chg.+0.012 Bid9:58:04 PM Ask8/6/2024 Underlying Strike price Expiration date Option type
0.013EUR +1200.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 37.50 - 9/20/2024 Call
 

Master data

WKN: DJ522L
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 37.50 -
Maturity: 9/20/2024
Issue date: 11/1/2023
Last trading day: 8/6/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.32
Parity: -1.08
Time value: 0.04
Break-even: 37.90
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 19.65
Spread abs.: 0.04
Spread %: 3,900.00%
Delta: 0.13
Theta: -0.02
Omega: 8.52
Rho: 0.00
 

Quote data

Open: 0.015
High: 0.015
Low: 0.013
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1200.00%
1 Month
  -95.94%
3 Months
  -95.52%
YTD
  -98.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.001
1M High / 1M Low: 0.320 0.001
6M High / 6M Low: 0.910 0.001
High (YTD): 1/2/2024 0.930
Low (YTD): 8/5/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,436.42%
Volatility 6M:   1,725.38%
Volatility 1Y:   -
Volatility 3Y:   -