DZ Bank Call 50 SGM 20.12.2024/  DE000DW83YE1  /

Frankfurt Zert./DZB
06/08/2024  12:35:27 Chg.+0.014 Bid21:58:03 Ask06/08/2024 Underlying Strike price Expiration date Option type
0.015EUR +1400.00% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 50.00 - 20/12/2024 Call
 

Master data

WKN: DW83YE
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 06/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.32
Parity: -2.34
Time value: 0.04
Break-even: 50.40
Moneyness: 0.53
Premium: 0.89
Premium p.a.: 8.19
Spread abs.: 0.04
Spread %: 3,900.00%
Delta: 0.09
Theta: -0.01
Omega: 6.18
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.015
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -87.50%
YTD
  -96.74%
1 Year
  -96.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.015 0.015
6M High / 6M Low: 0.350 0.001
High (YTD): 02/01/2024 0.380
Low (YTD): 05/08/2024 0.001
52W High: 15/12/2023 0.500
52W Low: 05/08/2024 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   0.199
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   2,150.19%
Volatility 1Y:   1,456.02%
Volatility 3Y:   -