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: |
|
- |
