DZ Bank Call 50 SGM 20.06.2025/  DE000DJ39LA5  /

EUWAX
02/09/2024  09:45:39 Chg.-0.001 Bid12:39:35 Ask12:39:35 Underlying Strike price Expiration date Option type
0.010EUR -9.09% 0.011
Bid Size: 120,000
0.040
Ask Size: 120,000
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: 28.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.32
Parity: -2.12
Time value: 0.10
Break-even: 51.00
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 1.05
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.17
Theta: -0.01
Omega: 5.01
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -68.75%
3 Months
  -94.74%
YTD
  -98.46%
1 Year
  -98.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.009
1M High / 1M Low: 0.035 0.009
6M High / 6M Low: 0.530 0.009
High (YTD): 02/01/2024 0.570
Low (YTD): 27/08/2024 0.009
52W High: 15/12/2023 0.690
52W Low: 27/08/2024 0.009
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   0.328
Avg. volume 1Y:   0.000
Volatility 1M:   266.60%
Volatility 6M:   209.84%
Volatility 1Y:   175.45%
Volatility 3Y:   -