DZ Bank Call 55 SGM 20.12.2024/  DE000DW83YG6  /

EUWAX
2024-07-05  3:45:44 PM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.030EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 55.00 - 2024-12-20 Call
 

Master data

WKN: DW83YG
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 62.79
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -1.61
Time value: 0.06
Break-even: 55.62
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.18
Spread abs.: 0.05
Spread %: 416.67%
Delta: 0.13
Theta: -0.01
Omega: 8.38
Rho: 0.02
 

Quote data

Open: 0.031
High: 0.032
Low: 0.030
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -51.61%
3 Months
  -58.90%
YTD
  -90.00%
1 Year
  -91.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.011
1M High / 1M Low: 0.061 0.011
6M High / 6M Low: 0.210 0.011
High (YTD): 2024-01-02 0.260
Low (YTD): 2024-07-02 0.011
52W High: 2023-07-27 0.630
52W Low: 2024-07-02 0.011
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   550.14%
Volatility 6M:   313.77%
Volatility 1Y:   255.30%
Volatility 3Y:   -