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DZ Bank Call 45 SGM 20.06.2025/  DE000DJ39K82  /

Frankfurt Zert./DZB
26/07/2024  21:35:07 Chg.+0.010 Bid21:58:01 Ask21:58:01 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 20/06/2025 Call
 

Master data

WKN: DJ39K8
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 20/06/2025
Issue date: 19/07/2023
Last trading day: 19/06/2025
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): 02/01/2024 0.750
Low (YTD): 25/07/2024 0.060
52W High: 01/08/2023 1.260
52W Low: 25/07/2024 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:   -