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DZ Bank Put 30 SGM 20.06.2025/  DE000DJ396E1  /

Frankfurt Zert./DZB
11/11/2024  4:35:20 PM Chg.-0.030 Bid5:02:38 PM Ask5:02:38 PM Underlying Strike price Expiration date Option type
0.560EUR -5.08% 0.560
Bid Size: 120,000		 0.570
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: -3.91
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.53
Implied volatility: 0.41
Historic volatility: 0.33
Parity: 0.53
Time value: 0.10
Break-even: 23.70
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 6.78%
Delta: -0.66
Theta: 0.00
Omega: -2.57
Rho: -0.14
 

Quote data

Open: 0.580
High: 0.590
Low: 0.540
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+1.82%
3 Months  
+19.15%
YTD  
+211.11%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 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:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.555
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   104.38%
Volatility 6M:   177.14%
Volatility 1Y:   142.35%
Volatility 3Y:   -