DZ Bank Call 37.5 SGM 20.09.2024
/ DE000DJ522L7
DZ Bank Call 37.5 SGM 20.09.2024/ DE000DJ522L7 /
| 6/27/2024 11:04:33 AM |
Chg.+0.020 |
Bid11:15:51 AM |
Ask11:15:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+9.52% |
0.230
Bid Size: 120,000 |
0.240
Ask Size: 120,000 |
STMICROELECTRONICS |
37.50 EUR |
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 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-0.07 |
| Time value: |
0.27 |
| Break-even: |
40.20 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
22.73% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
7.09 |
| Rho: |
0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
-57.41% |
| YTD |
|
|
-78.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.540 |
0.210 |
| 6M High / 6M Low: |
1.090 |
0.210 |
| High (YTD): |
1/2/2024 |
0.930 |
| Low (YTD): |
6/26/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.95% |
| Volatility 6M: |
|
166.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
