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DZ Bank Call 47.5 SGM 20.06.2025/  DE000DJ39K90  /

EUWAX
29/07/2024  09:59:07 Chg.+0.013 Bid15:49:05 Ask15:49:05 Underlying Strike price Expiration date Option type
0.064EUR +25.49% 0.069
Bid Size: 120,000		 0.079
Ask Size: 120,000		 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: 30.72
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -1.68
Time value: 0.10
Break-even: 48.50
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 100.00%
Delta: 0.19
Theta: -0.01
Omega: 5.74
Rho: 0.04
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.44%
1 Month
  -70.91%
3 Months
  -79.35%
YTD
  -91.47%
1 Year
  -94.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.051
1M High / 1M Low: 0.270 0.051
6M High / 6M Low: 0.630 0.051
High (YTD): 02/01/2024 0.670
Low (YTD): 26/07/2024 0.051
52W High: 01/08/2023 1.120
52W Low: 26/07/2024 0.051
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   283.42%
Volatility 6M:   176.69%
Volatility 1Y:   146.84%
Volatility 3Y:   -