DZ Bank Call 42.5 SGM 20.09.2024
/ DE000DJ23SL1
DZ Bank Call 42.5 SGM 20.09.2024/ DE000DJ23SL1 /
| 05/07/2024 15:44:06 |
Chg.+0.010 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
42.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23SL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-0.36 |
| Time value: |
0.15 |
| Break-even: |
44.00 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.05 |
| Spread %: |
50.00% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
9.24 |
| Rho: |
0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.33% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
-84.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.067 |
| 1M High / 1M Low: |
0.250 |
0.061 |
| 6M High / 6M Low: |
0.580 |
0.061 |
| High (YTD): |
02/01/2024 |
0.650 |
| Low (YTD): |
28/06/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.76% |
| Volatility 6M: |
|
259.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
