DZ Bank Call 47.5 SGM 20.09.2024
/ DE000DJ65RL4
DZ Bank Call 47.5 SGM 20.09.2024/ DE000DJ65RL4 /
| 7/5/2024 3:42:19 PM |
Chg.+0.009 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+37.50% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
47.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ65RL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
71.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.94 |
| Time value: |
0.05 |
| Break-even: |
48.03 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.05 |
| Spread %: |
1,666.67% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
10.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.033 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+135.71% |
| 1 Month |
|
|
-58.23% |
| 3 Months |
|
|
-67.00% |
| YTD |
|
|
-92.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.016 |
| 1M High / 1M Low: |
0.090 |
0.014 |
| 6M High / 6M Low: |
0.330 |
0.014 |
| High (YTD): |
1/2/2024 |
0.400 |
| Low (YTD): |
6/28/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.87% |
| Volatility 6M: |
|
318.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
