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DZ Bank Put 35 SGM 20.06.2025/  DE000DJ396F8  /

Frankfurt Zert./DZB
11/12/2024  5:04:47 PM Chg.-0.020 Bid5:54:26 PM Ask5:54:26 PM Underlying Strike price Expiration date Option type
0.970EUR -2.02% 0.970
Bid Size: 24,000		 1.010
Ask Size: 24,000		 STMICROELECTRONICS 35.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ396F
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 6/20/2025
Issue date: 7/20/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.45
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 0.47
Historic volatility: 0.33
Parity: 0.97
Time value: 0.06
Break-even: 24.70
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 4.04%
Delta: -0.74
Theta: 0.00
Omega: -1.82
Rho: -0.18
 

Quote data

Open: 1.010
High: 1.010
Low: 0.930
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.73%
1 Month  
+1.04%
3 Months  
+14.12%
YTD  
+234.48%
1 Year  
+142.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.990
1M High / 1M Low: 1.060 0.860
6M High / 6M Low: 1.060 0.240
High (YTD): 11/4/2024 1.060
Low (YTD): 7/12/2024 0.240
52W High: 11/4/2024 1.060
52W Low: 7/12/2024 0.240
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   77.97%
Volatility 6M:   139.69%
Volatility 1Y:   118.38%
Volatility 3Y:   -