DZ Bank Call 50 SGM 20.12.2024/  DE000DW83YE1  /

EUWAX
2024-07-30  10:03:35 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.011EUR - -
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: 2024-12-19
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: 0.011
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.81%
1 Month
  -78.85%
3 Months
  -89.00%
YTD
  -97.66%
1 Year
  -98.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.001
1M High / 1M Low: 0.072 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 2024-01-02 0.410
Low (YTD): 2024-07-26 0.001
52W High: 2023-08-01 0.780
52W Low: 2024-07-26 0.001
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.242
Avg. volume 1Y:   0.000
Volatility 1M:   3,146.61%
Volatility 6M:   1,282.93%
Volatility 1Y:   908.03%
Volatility 3Y:   -