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DZ Bank Call 45 SGM 20.12.2024/  DE000DW83YD3  /

EUWAX
17/07/2024  09:53:17 Chg.+0.010 Bid16:32:10 Ask16:32:10 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.130
Bid Size: 120,000		 0.140
Ask Size: 120,000		 STMICROELECTRONICS 45.00 - 20/12/2024 Call
 

Master data

WKN: DW83YD
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.49
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -0.63
Time value: 0.18
Break-even: 46.80
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.33
Theta: -0.01
Omega: 7.10
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -33.33%
YTD
  -79.71%
1 Year
  -84.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.240 0.090
6M High / 6M Low: 0.550 0.090
High (YTD): 02/01/2024 0.610
Low (YTD): 02/07/2024 0.090
52W High: 27/07/2023 1.130
52W Low: 02/07/2024 0.090
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   248.72%
Volatility 6M:   214.11%
Volatility 1Y:   177.70%
Volatility 3Y:   -