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DZ Bank Put 30 SGM 20.06.2025/  DE000DJ396E1  /

Frankfurt Zert./DZB
11/12/2024  4:35:10 PM Chg.-0.010 Bid4:37:38 PM Ask4:37:38 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% 0.540
Bid Size: 120,000		 0.550
Ask Size: 120,000		 STMICROELECTRONICS 30.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ396E
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 6/20/2025
Issue date: 7/20/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.21
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.47
Implied volatility: 0.42
Historic volatility: 0.33
Parity: 0.47
Time value: 0.13
Break-even: 24.00
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 7.14%
Delta: -0.62
Theta: -0.01
Omega: -2.62
Rho: -0.13
 

Quote data

Open: 0.580
High: 0.580
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month     0.00%
3 Months  
+17.02%
YTD  
+205.56%
1 Year  
+129.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.640 0.470
6M High / 6M Low: 0.640 0.110
High (YTD): 11/4/2024 0.640
Low (YTD): 7/16/2024 0.110
52W High: 11/4/2024 0.640
52W Low: 7/16/2024 0.110
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   0.275
Avg. volume 1Y:   0.000
Volatility 1M:   104.11%
Volatility 6M:   176.69%
Volatility 1Y:   142.19%
Volatility 3Y:   -