DZ Bank Call 50 SGM 20.12.2024/  DE000DW83YE1  /

EUWAX
2024-08-06  10:05:22 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.015EUR - -
Bid Size: -
-
Ask Size: -
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: 2024-08-06
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 71.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.32
Parity: -2.12
Time value: 0.04
Break-even: 50.40
Moneyness: 0.58
Premium: 0.75
Premium p.a.: 5.32
Spread abs.: 0.04
Spread %: 3,900.00%
Delta: 0.09
Theta: -0.01
Omega: 6.79
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month  
+66.67%
3 Months
  -76.19%
YTD
  -96.81%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.016 0.007
6M High / 6M Low: 0.350 0.001
High (YTD): 2024-01-02 0.410
Low (YTD): 2024-07-26 0.001
52W High: 2023-12-15 0.510
52W Low: 2024-07-26 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   1,309.75%
Volatility 6M:   1,388.39%
Volatility 1Y:   951.58%
Volatility 3Y:   -