DZ Bank Put 30 SGM 20.09.2024
/ DE000DJ23SQ0
DZ Bank Put 30 SGM 20.09.2024/ DE000DJ23SQ0 /
9/5/2024 9:05:20 AM |
Chg.-0.020 |
Bid6:07:56 PM |
Ask6:07:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-6.06% |
0.280 Bid Size: 24,000 |
0.380 Ask Size: 24,000 |
STMICROELECTRONICS |
30.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
DJ23SQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.77 |
Historic volatility: |
0.32 |
Parity: |
0.30 |
Time value: |
0.06 |
Break-even: |
26.40 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.10 |
Spread %: |
38.46% |
Delta: |
-0.72 |
Theta: |
-0.05 |
Omega: |
-5.39 |
Rho: |
-0.01 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.78% |
1 Month |
|
|
-26.19% |
3 Months |
|
|
+1007.14% |
YTD |
|
|
+392.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.160 |
1M High / 1M Low: |
0.420 |
0.160 |
6M High / 6M Low: |
0.420 |
0.008 |
High (YTD): |
8/8/2024 |
0.420 |
Low (YTD): |
7/15/2024 |
0.008 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.271 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
408.53% |
Volatility 6M: |
|
462.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |