DZ Bank Call 47.5 SGM 20.06.2025
/ DE000DJ39K90
DZ Bank Call 47.5 SGM 20.06.2025/ DE000DJ39K90 /
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: |
|
- |