DZ Bank Call 50 SGM 20.09.2024/  DE000DJ23SN7  /

EUWAX
2024-07-05  3:44:06 PM Chg.+0.009 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.015EUR +150.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 50.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ23SN
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.31
Parity: -1.19
Time value: 0.10
Break-even: 51.00
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 2.99
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.20
Theta: -0.02
Omega: 7.54
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.015
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1400.00%
1 Month
  -66.67%
3 Months
  -77.61%
YTD
  -95.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.001
1M High / 1M Low: 0.056 0.001
6M High / 6M Low: 0.250 0.001
High (YTD): 2024-01-02 0.310
Low (YTD): 2024-07-02 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,603.70%
Volatility 6M:   720.51%
Volatility 1Y:   -
Volatility 3Y:   -