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DZ Bank Call 55 SGM 20.12.2024/  DE000DW83YG6  /

EUWAX
27/06/2024  09:54:55 Chg.-0.003 Bid14:54:48 Ask14:54:48 Underlying Strike price Expiration date Option type
0.022EUR -12.00% 0.015
Bid Size: 120,000		 0.040
Ask Size: 120,000		 STMICROELECTRONICS 55.00 - 20/12/2024 Call
 

Master data

WKN: DW83YG
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 69.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -1.82
Time value: 0.05
Break-even: 55.53
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 1.34
Spread abs.: 0.05
Spread %: 1,666.67%
Delta: 0.12
Theta: -0.01
Omega: 8.04
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.59%
1 Month
  -37.14%
3 Months
  -75.56%
YTD
  -92.67%
1 Year
  -93.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.023
1M High / 1M Low: 0.062 0.023
6M High / 6M Low: 0.310 0.023
High (YTD): 02/01/2024 0.260
Low (YTD): 25/06/2024 0.023
52W High: 27/07/2023 0.630
52W Low: 25/06/2024 0.023
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   262.07%
Volatility 6M:   251.89%
Volatility 1Y:   217.08%
Volatility 3Y:   -