DZ Bank Call 52.5 SGM 20.06.2025
/ DE000DJ4LR10
DZ Bank Call 52.5 SGM 20.06.2025/ DE000DJ4LR10 /
| 2024-07-05 9:34:49 PM |
Chg.+0.020 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.150
Bid Size: 12,000 |
0.200
Ask Size: 12,000 |
STMICROELECTRONICS |
52.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4LR1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
-1.44 |
| Time value: |
0.18 |
| Break-even: |
54.30 |
| Moneyness: |
0.73 |
| Premium: |
0.43 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
5.55 |
| Rho: |
0.08 |
Quote data
| Open: |
0.160 |
| High: |
0.180 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-31.82% |
| YTD |
|
|
-73.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.240 |
0.110 |
| 6M High / 6M Low: |
0.460 |
0.110 |
| High (YTD): |
2024-01-02 |
0.470 |
| Low (YTD): |
2024-07-01 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.44% |
| Volatility 6M: |
|
151.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
