DZ Bank Call 40 SGM 20.06.2025/  DE000DJ4VFU0  /

EUWAX
08/11/2024  09:08:31 Chg.-0.002 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.017EUR -10.53% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 40.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ4VFU
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 20/06/2025
Issue date: 14/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -1.53
Time value: 0.04
Break-even: 40.41
Moneyness: 0.62
Premium: 0.64
Premium p.a.: 1.24
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.12
Theta: 0.00
Omega: 6.93
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -45.16%
3 Months
  -69.64%
YTD
  -98.47%
1 Year
  -97.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.008
1M High / 1M Low: 0.034 0.008
6M High / 6M Low: 0.660 0.008
High (YTD): 02/01/2024 1.010
Low (YTD): 05/11/2024 0.008
52W High: 15/12/2023 1.160
52W Low: 05/11/2024 0.008
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   395.41%
Volatility 6M:   240.67%
Volatility 1Y:   189.86%
Volatility 3Y:   -