DZ Bank Put 30 SGM 20.09.2024
/ DE000DJ23SQ0
DZ Bank Put 30 SGM 20.09.2024/ DE000DJ23SQ0 /
| 29/07/2024 09:06:08 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
30.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ23SQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| 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.: |
0.58 |
| Spread abs.: |
0.05 |
| Spread %: |
55.56% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-8.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+316.67% |
| 1 Month |
|
|
+122.22% |
| 3 Months |
|
|
+104.08% |
| YTD |
|
|
+58.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.023 |
| 1M High / 1M Low: |
0.120 |
0.008 |
| 6M High / 6M Low: |
0.120 |
0.008 |
| High (YTD): |
26/07/2024 |
0.120 |
| Low (YTD): |
15/07/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
785.11% |
| Volatility 6M: |
|
386.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
