DZ Bank Call 40 SGM 20.09.2024
/ DE000DJ23SK3
DZ Bank Call 40 SGM 20.09.2024/ DE000DJ23SK3 /
2024-04-30 9:35:17 PM |
Chg.-0.050 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-20.83% |
0.180 Bid Size: 12,000 |
0.220 Ask Size: 12,000 |
STMICROELECTRONICS |
40.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ23SK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.31 |
Parity: |
-0.24 |
Time value: |
0.22 |
Break-even: |
42.20 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.04 |
Spread %: |
22.22% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
7.63 |
Rho: |
0.06 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.190 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-42.42% |
1 Month |
|
|
-52.50% |
3 Months |
|
|
-60.42% |
YTD |
|
|
-78.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.190 |
1M High / 1M Low: |
0.370 |
0.180 |
6M High / 6M Low: |
0.950 |
0.180 |
High (YTD): |
2024-01-02 |
0.760 |
Low (YTD): |
2024-04-19 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.546 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.27% |
Volatility 6M: |
|
162.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |