DZ Bank Call 55 SGM 20.12.2024/  DE000DW83YG6  /

EUWAX
28/06/2024  15:37:51 Chg.0.000 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.022EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 72.28
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -1.81
Time value: 0.05
Break-even: 55.51
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 1.36
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.11
Theta: -0.01
Omega: 8.16
Rho: 0.02
 

Quote data

Open: 0.014
High: 0.022
Low: 0.014
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -18.52%
3 Months
  -78.00%
YTD
  -92.67%
1 Year
  -95.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.022
1M High / 1M Low: 0.062 0.022
6M High / 6M Low: 0.260 0.022
High (YTD): 02/01/2024 0.260
Low (YTD): 28/06/2024 0.022
52W High: 27/07/2023 0.630
52W Low: 28/06/2024 0.022
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   0.184
Avg. volume 1Y:   0.000
Volatility 1M:   260.54%
Volatility 6M:   253.71%
Volatility 1Y:   217.25%
Volatility 3Y:   -