DZ Bank Call 55 SGM 20.06.2025/  DE000DJ39LB3  /

EUWAX
7/26/2024  3:35:33 PM Chg.-0.016 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.015EUR -51.61% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 55.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ39LB
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.32
Parity: -2.43
Time value: 0.10
Break-even: 56.00
Moneyness: 0.56
Premium: 0.82
Premium p.a.: 0.95
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.16
Theta: -0.01
Omega: 5.03
Rho: 0.04
 

Quote data

Open: 0.012
High: 0.015
Low: 0.012
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.77%
1 Month
  -86.36%
3 Months
  -92.11%
YTD
  -96.88%
1 Year
  -98.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.015
1M High / 1M Low: 0.140 0.015
6M High / 6M Low: 0.380 0.015
High (YTD): 1/2/2024 0.410
Low (YTD): 7/26/2024 0.015
52W High: 8/1/2023 0.780
52W Low: 7/26/2024 0.015
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   321.42%
Volatility 6M:   204.23%
Volatility 1Y:   170.41%
Volatility 3Y:   -