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DZ Bank Call 47.5 SGM 20.06.2025/  DE000DJ39K90  /

EUWAX
9/4/2024  9:46:08 AM Chg.-0.016 Bid11:09:32 AM Ask11:09:32 AM Underlying Strike price Expiration date Option type
0.007EUR -69.57% 0.010
Bid Size: 120,000		 0.040
Ask Size: 120,000		 STMICROELECTRONICS 47.50 EUR 6/20/2025 Call
 

Master data

WKN: DJ39K9
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.37
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.32
Parity: -2.01
Time value: 0.10
Break-even: 48.50
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 1.06
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.18
Theta: -0.01
Omega: 4.91
Rho: 0.03
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.16%
1 Month
  -83.33%
3 Months
  -97.50%
YTD
  -99.07%
1 Year
  -99.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.019
1M High / 1M Low: 0.047 0.013
6M High / 6M Low: 0.630 0.013
High (YTD): 1/2/2024 0.670
Low (YTD): 8/13/2024 0.013
52W High: 12/15/2023 0.790
52W Low: 8/13/2024 0.013
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.391
Avg. volume 1Y:   0.000
Volatility 1M:   289.36%
Volatility 6M:   209.68%
Volatility 1Y:   170.50%
Volatility 3Y:   -