DZ Bank Call 40 SGM 20.06.2025
/ DE000DJ4VFU0
DZ Bank Call 40 SGM 20.06.2025/ DE000DJ4VFU0 /
| 2024-07-05 9:34:56 PM |
Chg.+0.050 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+11.63% |
0.480
Bid Size: 12,000 |
0.530
Ask Size: 12,000 |
STMICROELECTRONICS |
40.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4VFU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
-0.19 |
| Time value: |
0.48 |
| Break-even: |
44.80 |
| Moneyness: |
0.95 |
| Premium: |
0.18 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
11.63% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.15 |
Quote data
| Open: |
0.480 |
| High: |
0.510 |
| Low: |
0.480 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-26.15% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-56.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.350 |
| 1M High / 1M Low: |
0.670 |
0.350 |
| 6M High / 6M Low: |
0.980 |
0.350 |
| High (YTD): |
2024-03-12 |
0.980 |
| Low (YTD): |
2024-07-01 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.622 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.07% |
| Volatility 6M: |
|
120.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
