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DZ Bank Call 45 SGM 20.12.2024/  DE000DW83YD3  /

EUWAX
2024-07-26  3:36:03 PM Chg.-0.007 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.016EUR -30.43% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 45.00 - 2024-12-20 Call
 

Master data

WKN: DW83YD
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.32
Parity: -1.43
Time value: 0.06
Break-even: 45.60
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 1.68
Spread abs.: 0.05
Spread %: 500.00%
Delta: 0.14
Theta: -0.01
Omega: 7.34
Rho: 0.02
 

Quote data

Open: 0.008
High: 0.016
Low: 0.008
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -84.00%
1 Month
  -85.45%
3 Months
  -93.33%
YTD
  -97.68%
1 Year
  -98.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.016
1M High / 1M Low: 0.160 0.016
6M High / 6M Low: 0.550 0.016
High (YTD): 2024-01-02 0.610
Low (YTD): 2024-07-26 0.016
52W High: 2023-08-01 1.040
52W Low: 2024-07-26 0.016
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   369.27%
Volatility 6M:   243.09%
Volatility 1Y:   195.46%
Volatility 3Y:   -