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DZ Bank Call 50 SGM 20.12.2024/  DE000DW83YE1  /

Frankfurt Zert./DZB
2024-07-31  11:35:26 AM Chg.+0.009 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.010EUR +900.00% 0.010
Bid Size: 120,000		 0.040
Ask Size: 120,000		 STMICROELECTRONICS 50.00 - 2024-12-20 Call
 

Master data

WKN: DW83YE
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.32
Parity: -1.96
Time value: 0.10
Break-even: 51.00
Moneyness: 0.61
Premium: 0.68
Premium p.a.: 2.77
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.17
Theta: -0.01
Omega: 5.30
Rho: 0.02
 

Quote data

Open: 0.011
High: 0.011
Low: 0.009
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -61.54%
3 Months
  -83.33%
YTD
  -97.83%
1 Year
  -98.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.001
1M High / 1M Low: 0.050 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 2024-01-02 0.380
Low (YTD): 2024-07-30 0.001
52W High: 2023-08-01 0.790
52W Low: 2024-07-30 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   0.000
Volatility 1M:   566.38%
Volatility 6M:   323.74%
Volatility 1Y:   251.30%
Volatility 3Y:   -