DZ Bank Call 37.5 SGM 20.12.2024
/ DE000DJ522M5
DZ Bank Call 37.5 SGM 20.12.2024/ DE000DJ522M5 /
8/30/2024 9:04:24 AM |
Chg.+0.001 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
+5.56% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
37.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ522M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
11/1/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
53.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.32 |
Parity: |
-0.87 |
Time value: |
0.05 |
Break-even: |
38.04 |
Moneyness: |
0.77 |
Premium: |
0.32 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.05 |
Spread %: |
1,250.00% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
8.89 |
Rho: |
0.01 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.019 |
Previous Close: |
0.018 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
-77.65% |
3 Months |
|
|
-95.13% |
YTD |
|
|
-98.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.016 |
1M High / 1M Low: |
0.085 |
0.011 |
6M High / 6M Low: |
0.990 |
0.011 |
High (YTD): |
1/2/2024 |
1.060 |
Low (YTD): |
8/15/2024 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.430 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.03% |
Volatility 6M: |
|
226.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |