DZ Bank Call 45 SGM 20.12.2024
/ DE000DW83YD3
DZ Bank Call 45 SGM 20.12.2024/ DE000DW83YD3 /
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: |
|
- |