DZ Bank Call 50 SGM 20.06.2025/  DE000DJ39LA5  /

EUWAX
7/26/2024  3:35:33 PM Chg.-0.015 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.038EUR -28.30% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 50.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ39LA
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
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: 0.034
High: 0.038
Low: 0.034
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.86%
1 Month
  -77.65%
3 Months
  -86.43%
YTD
  -94.15%
1 Year
  -96.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.038
1M High / 1M Low: 0.220 0.038
6M High / 6M Low: 0.530 0.038
High (YTD): 1/2/2024 0.570
Low (YTD): 7/26/2024 0.038
52W High: 8/1/2023 1.000
52W Low: 7/26/2024 0.038
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   276.78%
Volatility 6M:   183.08%
Volatility 1Y:   154.40%
Volatility 3Y:   -