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DZ Bank Call 42.5 SGM 20.06.2025/  DE000DJ40CC8  /

Frankfurt Zert./DZB
9/2/2024  10:34:36 AM Chg.+0.016 Bid10:35:11 AM Ask10:35:11 AM Underlying Strike price Expiration date Option type
0.043EUR +59.26% 0.043
Bid Size: 120,000		 0.053
Ask Size: 120,000		 STMICROELECTRONICS 42.50 EUR 6/20/2025 Call
 

Master data

WKN: DJ40CC
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 42.50 EUR
Maturity: 6/20/2025
Issue date: 8/21/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.96
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -1.37
Time value: 0.08
Break-even: 43.30
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 166.67%
Delta: 0.18
Theta: 0.00
Omega: 6.42
Rho: 0.03
 

Quote data

Open: 0.044
High: 0.044
Low: 0.042
Previous Close: 0.027
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+138.89%
1 Month
  -28.33%
3 Months
  -88.38%
YTD
  -95.52%
1 Year
  -95.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.018
1M High / 1M Low: 0.060 0.001
6M High / 6M Low: 0.840 0.001
High (YTD): 3/12/2024 0.840
Low (YTD): 8/22/2024 0.001
52W High: 12/15/2023 1.010
52W Low: 8/22/2024 0.001
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   7,473.24%
Volatility 6M:   2,937.46%
Volatility 1Y:   2,073.22%
Volatility 3Y:   -