DZ Bank Call 52.5 SGM 20.12.2024
/ DE000DJ4LR02
DZ Bank Call 52.5 SGM 20.12.2024/ DE000DJ4LR02 /
| 2024-07-05 9:34:49 PM |
Chg.+0.010 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+55.56% |
0.029
Bid Size: 12,000 |
0.079
Ask Size: 12,000 |
STMICROELECTRONICS |
52.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4LR0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-1.36 |
| Time value: |
0.08 |
| Break-even: |
53.29 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.05 |
| Spread %: |
172.41% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
8.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.044 |
| High: |
0.050 |
| Low: |
0.028 |
| Previous Close: |
0.018 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+154.55% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-68.89% |
| YTD |
|
|
-92.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.010 |
| 1M High / 1M Low: |
0.080 |
0.010 |
| 6M High / 6M Low: |
0.270 |
0.010 |
| High (YTD): |
2024-01-02 |
0.300 |
| Low (YTD): |
2024-07-01 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.20% |
| Volatility 6M: |
|
296.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
