DZ Bank Call 47.5 SGM 20.06.2025/  DE000DJ39K90  /

EUWAX
05/07/2024  15:42:46 Chg.+0.030 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.270EUR +12.50% -
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: 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: 0.260
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month
  -22.86%
3 Months
  -18.18%
YTD
  -64.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.380 0.190
6M High / 6M Low: 0.630 0.190
High (YTD): 02/01/2024 0.670
Low (YTD): 02/07/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.67%
Volatility 6M:   152.33%
Volatility 1Y:   -
Volatility 3Y:   -