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DZ Bank Put 35 SGM 20.06.2025/  DE000DJ396F8  /

Frankfurt Zert./DZB
05/09/2024  21:34:55 Chg.+0.020 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.870EUR +2.35% 0.880
Bid Size: 12,000		 0.930
Ask Size: 12,000		 STMICROELECTRONICS 35.00 EUR 20/06/2025 Put
 

Master data

WKN: DJ396F
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 20/06/2025
Issue date: 20/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.00
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.44
Historic volatility: 0.32
Parity: 0.80
Time value: 0.10
Break-even: 26.00
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 5.88%
Delta: -0.65
Theta: 0.00
Omega: -1.96
Rho: -0.21
 

Quote data

Open: 0.880
High: 0.900
Low: 0.860
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -2.25%
3 Months  
+222.22%
YTD  
+200.00%
1 Year  
+163.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.710
1M High / 1M Low: 0.930 0.710
6M High / 6M Low: 0.930 0.240
High (YTD): 07/08/2024 0.930
Low (YTD): 12/07/2024 0.240
52W High: 07/08/2024 0.930
52W Low: 12/07/2024 0.240
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.796
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   94.37%
Volatility 6M:   142.93%
Volatility 1Y:   118.61%
Volatility 3Y:   -