DZ Bank Put 30 SGM 20.09.2024
/ DE000DJ23SQ0
DZ Bank Put 30 SGM 20.09.2024/ DE000DJ23SQ0 /
| 02/09/2024 09:06:12 |
Chg.-0.010 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
-
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: |
-15.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.12 |
| Time value: |
0.06 |
| Break-even: |
28.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
-0.65 |
| Theta: |
-0.03 |
| Omega: |
-10.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
+415.15% |
| YTD |
|
|
+169.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.420 |
0.180 |
| 6M High / 6M Low: |
0.420 |
0.008 |
| High (YTD): |
08/08/2024 |
0.420 |
| Low (YTD): |
15/07/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.81% |
| Volatility 6M: |
|
443.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
