DZ Bank Call 45 SGM 20.12.2024/  DE000DW83YD3  /

EUWAX
16/08/2024  09:46:08 Chg.0.000 Bid17:35:02 Ask17:35:02 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 24,000
0.100
Ask Size: 24,000
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: 27.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.32
Parity: -1.75
Time value: 0.10
Break-even: 46.00
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 3.42
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.19
Theta: -0.01
Omega: 5.11
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.23%
3 Months
  -99.50%
YTD
  -99.86%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.140 0.001
6M High / 6M Low: 0.550 0.001
High (YTD): 02/01/2024 0.610
Low (YTD): 15/08/2024 0.001
52W High: 15/12/2023 0.750
52W Low: 15/08/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.349
Avg. volume 1Y:   0.000
Volatility 1M:   529.73%
Volatility 6M:   298.31%
Volatility 1Y:   232.78%
Volatility 3Y:   -