DZ Bank Call 42.5 SGM 20.12.2024
/ DE000DJ40CB0
DZ Bank Call 42.5 SGM 20.12.2024/ DE000DJ40CB0 /
| 2024-07-05 9:34:44 PM |
Chg.+0.040 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+23.53% |
0.210
Bid Size: 12,000 |
0.260
Ask Size: 12,000 |
STMICROELECTRONICS |
42.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40CB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.36 |
| Time value: |
0.26 |
| Break-even: |
45.10 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.05 |
| Spread %: |
23.81% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
6.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.240 |
| Low: |
0.210 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-32.26% |
| YTD |
|
|
-74.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
0.360 |
0.130 |
| 6M High / 6M Low: |
0.680 |
0.130 |
| High (YTD): |
2024-01-02 |
0.710 |
| Low (YTD): |
2024-07-01 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.96% |
| Volatility 6M: |
|
176.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
