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DZ Bank Put 30 SGM 20.12.2024/  DE000DJ396A9  /

EUWAX
12/11/2024  15:46:05 Chg.-0.040 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.440EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 30.00 EUR 20/12/2024 Put
 

Master data

WKN: DJ396A
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 20/12/2024
Issue date: 20/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.86
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.60
Historic volatility: 0.33
Parity: 0.47
Time value: 0.05
Break-even: 24.80
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 8.33%
Delta: -0.78
Theta: -0.02
Omega: -3.79
Rho: -0.03
 

Quote data

Open: 0.420
High: 0.440
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -13.73%
3 Months  
+10.00%
YTD  
+340.00%
1 Year  
+158.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.480
1M High / 1M Low: 0.600 0.390
6M High / 6M Low: 0.600 0.054
High (YTD): 05/11/2024 0.600
Low (YTD): 13/06/2024 0.054
52W High: 05/11/2024 0.600
52W Low: 13/06/2024 0.054
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.485
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.198
Avg. volume 1Y:   0.000
Volatility 1M:   149.23%
Volatility 6M:   257.43%
Volatility 1Y:   212.67%
Volatility 3Y:   -