DZ Bank Call 47.5 SGM 20.06.2025
/ DE000DJ39K90
DZ Bank Call 47.5 SGM 20.06.2025/ DE000DJ39K90 /
| 05/07/2024 21:34:55 |
Chg.+0.030 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+13.64% |
0.250
Bid Size: 12,000 |
0.300
Ask Size: 12,000 |
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: |
12.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.86 |
| Time value: |
0.30 |
| Break-even: |
50.50 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.05 |
| Spread %: |
20.00% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.11 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.89% |
| 1 Month |
|
|
-30.56% |
| 3 Months |
|
|
-21.88% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.380 |
0.180 |
| 6M High / 6M Low: |
0.640 |
0.180 |
| High (YTD): |
12/03/2024 |
0.640 |
| Low (YTD): |
01/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.11% |
| Volatility 6M: |
|
136.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
