DZ Bank Put 30 SGM 21.03.2025
/ DE000DQ2L8X4
DZ Bank Put 30 SGM 21.03.2025/ DE000DQ2L8X4 /
| 2024-10-18 9:09:30 AM |
Chg.-0.040 |
Bid12:51:42 PM |
Ask12:51:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
0.520
Bid Size: 120,000 |
0.530
Ask Size: 120,000 |
STMICROELECTRONICS |
30.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2L8X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
0.46 |
| Time value: |
0.12 |
| Break-even: |
24.20 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
9.43% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-2.80 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
+410.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.510 |
| 1M High / 1M Low: |
0.590 |
0.410 |
| 6M High / 6M Low: |
0.590 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.57% |
| Volatility 6M: |
|
177.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
