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DZ Bank Call 50 SGM 20.12.2024/  DE000DW83YE1  /

Frankfurt Zert./DZB
2024-07-05  9:34:53 PM Chg.+0.012 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.050EUR +31.58% 0.050
Bid Size: 12,000		 0.100
Ask Size: 12,000		 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: 38.93
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.11
Time value: 0.10
Break-even: 51.00
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.80
Spread abs.: 0.05
Spread %: 100.00%
Delta: 0.21
Theta: -0.01
Omega: 8.03
Rho: 0.03
 

Quote data

Open: 0.065
High: 0.073
Low: 0.050
Previous Close: 0.038
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -54.55%
3 Months
  -61.54%
YTD
  -89.13%
1 Year
  -90.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.025
1M High / 1M Low: 0.120 0.025
6M High / 6M Low: 0.350 0.025
High (YTD): 2024-01-02 0.380
Low (YTD): 2024-07-01 0.025
52W High: 2023-07-27 0.820
52W Low: 2024-07-01 0.025
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   288.70%
Volatility 6M:   251.73%
Volatility 1Y:   206.57%
Volatility 3Y:   -