DZ Bank Call 40 SGM 20.06.2025
/ DE000DJ4VFU0
DZ Bank Call 40 SGM 20.06.2025/ DE000DJ4VFU0 /
| 2024-06-27 9:55:33 AM |
Chg.-0.020 |
Bid11:42:06 AM |
Ask11:42:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-4.76% |
0.390
Bid Size: 120,000 |
0.400
Ask Size: 120,000 |
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: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.32 |
| Time value: |
0.45 |
| Break-even: |
44.50 |
| Moneyness: |
0.92 |
| Premium: |
0.21 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
4.25 |
| Rho: |
0.14 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-39.39% |
| YTD |
|
|
-63.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.390 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
1.110 |
0.390 |
| High (YTD): |
2024-01-02 |
1.010 |
| Low (YTD): |
2024-06-25 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.45% |
| Volatility 6M: |
|
129.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
