DZ Bank Call 47.5 SGM 20.09.2024/  DE000DJ65RL4  /

EUWAX
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:   -