DZ Bank Call 37.5 SGM 20.09.2024
/ DE000DJ522L7
DZ Bank Call 37.5 SGM 20.09.2024/ DE000DJ522L7 /
| 7/12/2024 9:34:49 PM |
Chg.+0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
0.300
Bid Size: 12,000 |
0.350
Ask Size: 12,000 |
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: |
12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.13 |
| Time value: |
0.19 |
| Break-even: |
40.70 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
18.52% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
7.71 |
| Rho: |
0.04 |
Quote data
| Open: |
0.300 |
| High: |
0.350 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-42.59% |
| 3 Months |
|
|
-29.55% |
| YTD |
|
|
-70.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.540 |
0.190 |
| 6M High / 6M Low: |
0.910 |
0.190 |
| High (YTD): |
1/2/2024 |
0.930 |
| Low (YTD): |
7/1/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.494 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.89% |
| Volatility 6M: |
|
175.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
