DZ Bank Call 42.5 SGM 20.06.2025
/ DE000DJ40CC8
DZ Bank Call 42.5 SGM 20.06.2025/ DE000DJ40CC8 /
| 7/29/2024 10:00:24 AM |
Chg.+0.010 |
Bid3:29:48 PM |
Ask3:29:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.120
Bid Size: 120,000 |
0.130
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: |
20.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-1.18 |
| Time value: |
0.15 |
| Break-even: |
44.00 |
| Moneyness: |
0.72 |
| Premium: |
0.43 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.05 |
| Spread %: |
50.00% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
5.41 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.52% |
| 1 Month |
|
|
-65.63% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-88.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.100 |
| 1M High / 1M Low: |
0.400 |
0.100 |
| 6M High / 6M Low: |
0.840 |
0.100 |
| High (YTD): |
1/2/2024 |
0.880 |
| Low (YTD): |
7/26/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.99% |
| Volatility 6M: |
|
166.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
