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DZ Bank Put 30 SGM 20.06.2025/  DE000DJ396E1  /

EUWAX
30/07/2024  10:03:39 Chg.0.000 Bid20:05:22 Ask20:05:22 Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.320
Bid Size: 24,000		 0.370
Ask Size: 24,000		 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: -8.87
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -0.11
Time value: 0.35
Break-even: 26.50
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 16.67%
Delta: -0.36
Theta: -0.01
Omega: -3.17
Rho: -0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+106.25%
1 Month  
+65.00%
3 Months  
+65.00%
YTD  
+83.33%
1 Year  
+73.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.160
1M High / 1M Low: 0.330 0.130
6M High / 6M Low: 0.330 0.130
High (YTD): 29/07/2024 0.330
Low (YTD): 17/07/2024 0.130
52W High: 29/07/2024 0.330
52W Low: 17/07/2024 0.130
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   280.86%
Volatility 6M:   149.12%
Volatility 1Y:   120.36%
Volatility 3Y:   -