DZ Bank Call 50 SGM 20.09.2024
/ DE000DJ23SN7
DZ Bank Call 50 SGM 20.09.2024/ DE000DJ23SN7 /
| 27/06/2024 09:06:13 |
Chg.-0.004 |
Bid15:42:38 |
Ask15:42:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-80.00% |
0.001
Bid Size: 120,000 |
0.040
Ask Size: 120,000 |
STMICROELECTRONICS |
50.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23SN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
-1.32 |
| Time value: |
0.10 |
| Break-even: |
51.00 |
| Moneyness: |
0.74 |
| Premium: |
0.38 |
| Premium p.a.: |
3.04 |
| Spread abs.: |
0.10 |
| Spread %: |
9,900.00% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
7.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.83% |
| 1 Month |
|
|
-96.00% |
| 3 Months |
|
|
-99.00% |
| YTD |
|
|
-99.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.004 |
| 1M High / 1M Low: |
0.056 |
0.004 |
| 6M High / 6M Low: |
0.370 |
0.004 |
| High (YTD): |
02/01/2024 |
0.310 |
| Low (YTD): |
25/06/2024 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
582.43% |
| Volatility 6M: |
|
362.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
