DZ Bank Call 45 SGM 20.06.2025
/ DE000DJ39K82
DZ Bank Call 45 SGM 20.06.2025/ DE000DJ39K82 /
09/10/2024 09:45:39 |
Chg.0.000 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
25.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.34 |
Parity: |
-1.97 |
Time value: |
0.10 |
Break-even: |
46.00 |
Moneyness: |
0.56 |
Premium: |
0.82 |
Premium p.a.: |
1.36 |
Spread abs.: |
0.10 |
Spread %: |
9,900.00% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
4.66 |
Rho: |
0.03 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-52.63% |
3 Months |
|
|
-97.35% |
YTD |
|
|
-98.95% |
1 Year |
|
|
-98.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.009 |
1M High / 1M Low: |
0.019 |
0.005 |
6M High / 6M Low: |
0.470 |
0.005 |
High (YTD): |
02/01/2024 |
0.780 |
Low (YTD): |
23/09/2024 |
0.005 |
52W High: |
15/12/2023 |
0.910 |
52W Low: |
23/09/2024 |
0.005 |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.210 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.403 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
536.82% |
Volatility 6M: |
|
281.70% |
Volatility 1Y: |
|
216.41% |
Volatility 3Y: |
|
- |