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DZ Bank Call 45 SGM 20.12.2024/  DE000DW83YD3  /

EUWAX
28/06/2024  15:37:53 Chg.0.000 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 26.33
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -0.81
Time value: 0.14
Break-even: 46.40
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 55.56%
Delta: 0.28
Theta: -0.01
Omega: 7.27
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -15.38%
3 Months
  -64.52%
YTD
  -84.06%
1 Year
  -87.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.610 0.110
High (YTD): 02/01/2024 0.610
Low (YTD): 28/06/2024 0.110
52W High: 27/07/2023 1.130
52W Low: 28/06/2024 0.110
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   0.451
Avg. volume 1Y:   0.000
Volatility 1M:   228.74%
Volatility 6M:   205.41%
Volatility 1Y:   171.90%
Volatility 3Y:   -