DZ Bank Call 42.5 SGM 20.12.2024
/ DE000DJ40CB0
DZ Bank Call 42.5 SGM 20.12.2024/ DE000DJ40CB0 /
03/09/2024 10:27:29 |
Chg.0.000 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
42.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ40CB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
21/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.32 |
Parity: |
-1.38 |
Time value: |
0.10 |
Break-even: |
43.50 |
Moneyness: |
0.67 |
Premium: |
0.52 |
Premium p.a.: |
3.09 |
Spread abs.: |
0.10 |
Spread %: |
9,900.00% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
5.70 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-94.74% |
3 Months |
|
|
-99.58% |
YTD |
|
|
-99.88% |
1 Year |
|
|
-99.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.026 |
0.001 |
6M High / 6M Low: |
0.680 |
0.001 |
High (YTD): |
02/01/2024 |
0.740 |
Low (YTD): |
03/09/2024 |
0.001 |
52W High: |
15/12/2023 |
0.890 |
52W Low: |
03/09/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.005 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.401 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
329.55% |
Volatility 6M: |
|
270.75% |
Volatility 1Y: |
|
215.04% |
Volatility 3Y: |
|
- |