DZ Bank Call 45 SGM 20.06.2025
/ DE000DJ39K82
DZ Bank Call 45 SGM 20.06.2025/ DE000DJ39K82 /
2024-07-26 9:35:07 PM |
Chg.+0.010 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
+16.67% |
0.070 Bid Size: 12,000 |
0.120 Ask Size: 12,000 |
STMICROELECTRONICS |
45.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ39K8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.32 |
Parity: |
-1.43 |
Time value: |
0.12 |
Break-even: |
46.20 |
Moneyness: |
0.68 |
Premium: |
0.50 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.05 |
Spread %: |
71.43% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
5.63 |
Rho: |
0.05 |
Quote data
Open: |
0.067 |
High: |
0.083 |
Low: |
0.060 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-65.00% |
1 Month |
|
|
-70.83% |
3 Months |
|
|
-81.08% |
YTD |
|
|
-91.86% |
1 Year |
|
|
-94.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.060 |
1M High / 1M Low: |
0.320 |
0.060 |
6M High / 6M Low: |
0.740 |
0.060 |
High (YTD): |
2024-01-02 |
0.750 |
Low (YTD): |
2024-07-25 |
0.060 |
52W High: |
2023-08-01 |
1.260 |
52W Low: |
2024-07-25 |
0.060 |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.241 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.408 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.552 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
322.04% |
Volatility 6M: |
|
175.21% |
Volatility 1Y: |
|
145.33% |
Volatility 3Y: |
|
- |