DZ Bank Call 47.5 SGM 20.12.2024
/ DE000DJ39K74
DZ Bank Call 47.5 SGM 20.12.2024/ DE000DJ39K74 /
| 7/5/2024 3:42:46 PM |
Chg.+0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
47.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ39K7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.86 |
| Time value: |
0.14 |
| Break-even: |
48.90 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.05 |
| Spread %: |
55.56% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
7.48 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-82.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.061 |
| 1M High / 1M Low: |
0.180 |
0.061 |
| 6M High / 6M Low: |
0.430 |
0.061 |
| High (YTD): |
1/2/2024 |
0.500 |
| Low (YTD): |
7/2/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.12% |
| Volatility 6M: |
|
224.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
