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DZ Bank Put 30 SGM 20.12.2024/  DE000DJ396A9  /

EUWAX
11/8/2024  9:04:52 AM Chg.+0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.520EUR +6.12% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 30.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ396A
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.25
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.53
Implied volatility: 0.63
Historic volatility: 0.33
Parity: 0.53
Time value: 0.05
Break-even: 24.20
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.08
Spread %: 16.00%
Delta: -0.79
Theta: -0.02
Omega: -3.36
Rho: -0.03
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+6.12%
3 Months  
+30.00%
YTD  
+420.00%
1 Year  
+205.88%
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): 11/5/2024 0.600
Low (YTD): 6/13/2024 0.054
52W High: 11/5/2024 0.600
52W Low: 6/13/2024 0.054
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   144.84%
Volatility 6M:   257.07%
Volatility 1Y:   212.50%
Volatility 3Y:   -