DZ Bank Put 30 SGM 20.09.2024
/ DE000DJ23SQ0
DZ Bank Put 30 SGM 20.09.2024/ DE000DJ23SQ0 /
| 2024-07-26 9:34:48 PM |
Chg.+0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+25.00% |
0.090
Bid Size: 12,000 |
0.140
Ask Size: 12,000 |
STMICROELECTRONICS |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23SQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.07 |
| Time value: |
0.14 |
| Break-even: |
28.60 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.05 |
| Spread %: |
55.56% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-8.64 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.090 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1900.00% |
| 1 Month |
|
|
+376.19% |
| 3 Months |
|
|
+177.78% |
| YTD |
|
|
+61.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.001 |
| 1M High / 1M Low: |
0.100 |
0.001 |
| 6M High / 6M Low: |
0.100 |
0.001 |
| High (YTD): |
2024-07-26 |
0.100 |
| Low (YTD): |
2024-07-22 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.033 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,597.32% |
| Volatility 6M: |
|
2,689.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
