DZ Bank Call 40 SGM 20.12.2024/  DE000DW83YC5  /

EUWAX
8/30/2024  9:58:04 AM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.005EUR 0.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 40.00 - 12/20/2024 Call
 

Master data

WKN: DW83YC
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.32
Parity: -1.12
Time value: 0.10
Break-even: 41.00
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 2.21
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.21
Theta: -0.01
Omega: 6.15
Rho: 0.02
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month
  -79.17%
3 Months
  -98.21%
YTD
  -99.49%
1 Year
  -99.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.024 0.002
6M High / 6M Low: 0.830 0.002
High (YTD): 1/2/2024 0.880
Low (YTD): 8/28/2024 0.002
52W High: 12/15/2023 1.050
52W Low: 8/28/2024 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   47.244
Avg. price 1Y:   0.507
Avg. volume 1Y:   23.622
Volatility 1M:   824.75%
Volatility 6M:   376.55%
Volatility 1Y:   279.84%
Volatility 3Y:   -