DZ Bank Call 52.5 SGM 20.06.2025/  DE000DJ4LR10  /

EUWAX
02/09/2024  09:45:43 Chg.-0.001 Bid16:59:52 Ask16:59:52 Underlying Strike price Expiration date Option type
0.006EUR -14.29% 0.007
Bid Size: 120,000
0.040
Ask Size: 120,000
STMICROELECTRONICS 52.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ4LR1
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 52.50 EUR
Maturity: 20/06/2025
Issue date: 03/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.32
Parity: -2.37
Time value: 0.10
Break-even: 53.50
Moneyness: 0.55
Premium: 0.86
Premium p.a.: 1.18
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.17
Theta: -0.01
Omega: 4.82
Rho: 0.03
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -71.43%
3 Months
  -96.00%
YTD
  -98.93%
1 Year
  -98.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.005
1M High / 1M Low: 0.031 0.005
6M High / 6M Low: 0.460 0.005
High (YTD): 02/01/2024 0.490
Low (YTD): 27/08/2024 0.005
52W High: 19/12/2023 0.570
52W Low: 27/08/2024 0.005
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   361.37%
Volatility 6M:   243.32%
Volatility 1Y:   195.70%
Volatility 3Y:   -