DZ Bank Call 42.5 SGM 20.12.2024/  DE000DJ40CB0  /

EUWAX
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
  -99.57%
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): 02/09/2024 0.001
52W High: 15/12/2023 0.890
52W Low: 02/09/2024 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:   0.235
Avg. volume 6M:   0.000
Avg. price 1Y:   0.402
Avg. volume 1Y:   0.000
Volatility 1M:   337.35%
Volatility 6M:   271.78%
Volatility 1Y:   215.45%
Volatility 3Y:   -