DZ Bank Call 37.5 SGM 20.12.2024/  DE000DJ522M5  /

EUWAX
2024-11-01  9:03:15 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 37.50 - 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 -
Maturity: 2024-12-20
Issue date: 2023-11-01
Last trading day: 2024-11-01
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 84.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.33
Parity: -1.22
Time value: 0.03
Break-even: 37.80
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 46.84
Spread abs.: 0.03
Spread %: 2,900.00%
Delta: 0.10
Theta: -0.02
Omega: 8.50
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -93.33%
YTD
  -99.91%
1 Year
  -99.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.660 0.001
High (YTD): 2024-01-02 1.060
Low (YTD): 2024-11-01 0.001
52W High: 2023-12-15 1.210
52W Low: 2024-11-01 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   0.489
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   463.38%
Volatility 1Y:   337.79%
Volatility 3Y:   -