DZ Bank Call 60 SGM 20.12.2024/  DE000DW9MRW2  /

EUWAX
05/07/2024  15:48:49 Chg.+0.002 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.008EUR +33.33% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 60.00 - 20/12/2024 Call
 

Master data

WKN: DW9MRW
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 30/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -2.19
Time value: 0.10
Break-even: 61.00
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 1.78
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.16
Theta: -0.01
Omega: 6.04
Rho: 0.02
 

Quote data

Open: 0.009
High: 0.010
Low: 0.008
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -71.43%
3 Months
  -78.95%
YTD
  -96.00%
1 Year
  -96.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.001
1M High / 1M Low: 0.032 0.001
6M High / 6M Low: 0.130 0.001
High (YTD): 02/01/2024 0.160
Low (YTD): 02/07/2024 0.001
52W High: 27/07/2023 0.450
52W Low: 02/07/2024 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   1,803.07%
Volatility 6M:   793.68%
Volatility 1Y:   575.64%
Volatility 3Y:   -