DZ Bank Call 42.5 SGM 20.12.2024
/ DE000DJ40CB0
DZ Bank Call 42.5 SGM 20.12.2024/ DE000DJ40CB0 /
| 7/29/2024 12:35:18 PM |
Chg.+0.020 |
Bid1:02:31 PM |
Ask1:02:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
+105.26% |
0.038
Bid Size: 120,000 |
0.048
Ask Size: 120,000 |
STMICROELECTRONICS |
42.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ40CB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
-1.18 |
| Time value: |
0.07 |
| Break-even: |
43.22 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.05 |
| Spread %: |
227.27% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
7.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.036 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.06% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-84.40% |
| YTD |
|
|
-95.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.013 |
| 1M High / 1M Low: |
0.210 |
0.013 |
| 6M High / 6M Low: |
0.680 |
0.013 |
| High (YTD): |
1/2/2024 |
0.710 |
| Low (YTD): |
7/25/2024 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.01% |
| Volatility 6M: |
|
236.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
