DZ Bank Call 50 SGM 20.06.2025
/ DE000DJ39LA5
DZ Bank Call 50 SGM 20.06.2025/ DE000DJ39LA5 /
26/07/2024 21:35:07 |
Chg.+0.009 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
+40.91% |
0.034 Bid Size: 12,000 |
0.084 Ask Size: 12,000 |
STMICROELECTRONICS |
50.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ39LA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
19/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
-1.93 |
Time value: |
0.08 |
Break-even: |
50.84 |
Moneyness: |
0.61 |
Premium: |
0.65 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.05 |
Spread %: |
147.06% |
Delta: |
0.16 |
Theta: |
0.00 |
Omega: |
5.84 |
Rho: |
0.04 |
Quote data
Open: |
0.035 |
High: |
0.049 |
Low: |
0.031 |
Previous Close: |
0.022 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-71.82% |
1 Month |
|
|
-77.86% |
3 Months |
|
|
-87.08% |
YTD |
|
|
-95.16% |
1 Year |
|
|
-96.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.022 |
1M High / 1M Low: |
0.190 |
0.022 |
6M High / 6M Low: |
0.540 |
0.022 |
High (YTD): |
12/03/2024 |
0.540 |
Low (YTD): |
25/07/2024 |
0.022 |
52W High: |
01/08/2023 |
1.000 |
52W Low: |
25/07/2024 |
0.022 |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.270 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.391 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
384.90% |
Volatility 6M: |
|
203.70% |
Volatility 1Y: |
|
165.39% |
Volatility 3Y: |
|
- |