DZ Bank Call 47.5 SGM 20.06.2025/  DE000DJ39K90  /

Frankfurt Zert./DZB
03/09/2024  17:04:29 Chg.+0.009 Bid17:26:09 Ask17:26:09 Underlying Strike price Expiration date Option type
0.012EUR +300.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 47.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ39K9
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 20/06/2025
Issue date: 19/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 54.09
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -1.88
Time value: 0.05
Break-even: 48.03
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 0.91
Spread abs.: 0.05
Spread %: 1,666.67%
Delta: 0.12
Theta: 0.00
Omega: 6.59
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.012
Previous Close: 0.003
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1100.00%
1 Month
  -63.64%
3 Months
  -95.38%
YTD
  -98.40%
1 Year
  -98.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: 0.640 0.001
High (YTD): 12/03/2024 0.640
Low (YTD): 29/08/2024 0.001
52W High: 15/12/2023 0.790
52W Low: 29/08/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.383
Avg. volume 1Y:   0.000
Volatility 1M:   1,068.96%
Volatility 6M:   481.56%
Volatility 1Y:   349.93%
Volatility 3Y:   -