DZ Bank Put 30 SGM 21.03.2025
/ DE000DQ2L8X4
DZ Bank Put 30 SGM 21.03.2025/ DE000DQ2L8X4 /
10/9/2024 9:35:14 PM |
Chg.-0.010 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-1.92% |
0.510 Bid Size: 12,000 |
0.560 Ask Size: 12,000 |
STMICROELECTRONICS |
30.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
DQ2L8X |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.43 |
Historic volatility: |
0.34 |
Parity: |
0.47 |
Time value: |
0.10 |
Break-even: |
24.30 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
9.62% |
Delta: |
-0.66 |
Theta: |
-0.01 |
Omega: |
-2.91 |
Rho: |
-0.10 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.500 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.51% |
1 Month |
|
|
+8.51% |
3 Months |
|
|
+537.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.470 |
1M High / 1M Low: |
0.550 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.506 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.504 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |