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DZ Bank Call 45 SGM 20.12.2024/  DE000DW83YD3  /

EUWAX
2024-06-27  9:54:55 AM Chg.-0.010 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 120,000		 0.120
Ask Size: 120,000		 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: 24.56
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.82
Time value: 0.15
Break-even: 46.50
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 50.00%
Delta: 0.28
Theta: -0.01
Omega: 6.99
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -31.25%
3 Months
  -63.33%
YTD
  -84.06%
1 Year
  -84.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.700 0.110
High (YTD): 2024-01-02 0.610
Low (YTD): 2024-06-25 0.110
52W High: 2023-07-27 1.130
52W Low: 2024-06-25 0.110
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   227.10%
Volatility 6M:   204.12%
Volatility 1Y:   171.80%
Volatility 3Y:   -