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DZ Bank Put 35 SGM 20.06.2025/  DE000DJ396F8  /

Frankfurt Zert./DZB
2024-07-26  9:34:29 PM Chg.+0.040 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.600EUR +7.14% 0.590
Bid Size: 12,000		 0.640
Ask Size: 12,000		 STMICROELECTRONICS 35.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ396F
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.80
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.43
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 0.43
Time value: 0.21
Break-even: 28.60
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 8.47%
Delta: -0.54
Theta: 0.00
Omega: -2.57
Rho: -0.21
 

Quote data

Open: 0.620
High: 0.630
Low: 0.590
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+93.55%
1 Month  
+62.16%
3 Months  
+76.47%
YTD  
+106.90%
1 Year  
+106.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.270
1M High / 1M Low: 0.600 0.240
6M High / 6M Low: 0.600 0.240
High (YTD): 2024-07-26 0.600
Low (YTD): 2024-07-12 0.240
52W High: 2024-07-26 0.600
52W Low: 2024-07-12 0.240
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.340
Avg. volume 1Y:   0.000
Volatility 1M:   274.17%
Volatility 6M:   140.78%
Volatility 1Y:   114.29%
Volatility 3Y:   -