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DZ Bank Put 30 SGM 20.06.2025/  DE000DJ396E1  /

Frankfurt Zert./DZB
30/07/2024  09:04:59 Chg.+0.030 Bid09:06:09 Ask09:06:09 Underlying Strike price Expiration date Option type
0.330EUR +10.00% 0.320
Bid Size: 120,000		 0.330
Ask Size: 120,000		 STMICROELECTRONICS 30.00 EUR 20/06/2025 Put
 

Master data

WKN: DJ396E
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 20/06/2025
Issue date: 20/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.53
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -0.07
Time value: 0.36
Break-even: 26.40
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 16.13%
Delta: -0.37
Theta: -0.01
Omega: -3.14
Rho: -0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+135.71%
1 Month  
+73.68%
3 Months  
+65.00%
YTD  
+83.33%
1 Year  
+73.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.140
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: 0.310 0.110
High (YTD): 26/07/2024 0.310
Low (YTD): 16/07/2024 0.110
52W High: 30/10/2023 0.320
52W Low: 16/07/2024 0.110
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   338.13%
Volatility 6M:   166.90%
Volatility 1Y:   131.02%
Volatility 3Y:   -