DZ Bank Call 37.5 SGM 20.12.2024
/ DE000DJ522M5
DZ Bank Call 37.5 SGM 20.12.2024/ DE000DJ522M5 /
| 2024-07-05 9:34:48 PM |
Chg.+0.060 |
Bid9:58:50 PM |
Ask9:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+15.79% |
0.440
Bid Size: 12,000 |
0.490
Ask Size: 12,000 |
STMICROELECTRONICS |
37.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ522M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.37 |
| Break-even: |
41.80 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
13.16% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
5.32 |
| Rho: |
0.09 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.94% |
| 1 Month |
|
|
-22.81% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
-61.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.300 |
| 1M High / 1M Low: |
0.650 |
0.300 |
| 6M High / 6M Low: |
1.000 |
0.300 |
| High (YTD): |
2024-01-02 |
1.010 |
| Low (YTD): |
2024-07-01 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.79% |
| Volatility 6M: |
|
137.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
