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DZ Bank Call 47.5 SGM 20.12.2024/  DE000DJ39K74  /

EUWAX
26/07/2024  15:35:33 Chg.-0.005 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.003EUR -62.50% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 47.50 EUR 20/12/2024 Call
 

Master data

WKN: DJ39K7
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.32
Parity: -1.68
Time value: 0.10
Break-even: 48.50
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 2.13
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.18
Theta: -0.01
Omega: 5.64
Rho: 0.02
 

Quote data

Open: 0.002
High: 0.003
Low: 0.002
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.08%
1 Month
  -96.00%
3 Months
  -98.33%
YTD
  -99.47%
1 Year
  -99.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.003
1M High / 1M Low: 0.110 0.003
6M High / 6M Low: 0.430 0.003
High (YTD): 02/01/2024 0.500
Low (YTD): 26/07/2024 0.003
52W High: 01/08/2023 0.900
52W Low: 26/07/2024 0.003
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.311
Avg. volume 1Y:   0.000
Volatility 1M:   427.88%
Volatility 6M:   268.48%
Volatility 1Y:   212.78%
Volatility 3Y:   -