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DZ Bank Put 35 SGM 20.06.2025/  DE000DJ396F8  /

EUWAX
7/30/2024  10:03:39 AM Chg.+0.010 Bid6:21:40 PM Ask6:21:40 PM Underlying Strike price Expiration date Option type
0.620EUR +1.64% 0.630
Bid Size: 24,000		 0.680
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: -4.85
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.39
Implied volatility: 0.40
Historic volatility: 0.32
Parity: 0.39
Time value: 0.25
Break-even: 28.60
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 8.47%
Delta: -0.52
Theta: 0.00
Omega: -2.51
Rho: -0.20
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+93.75%
1 Month  
+63.16%
3 Months  
+72.22%
YTD  
+113.79%
1 Year  
+113.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.320
1M High / 1M Low: 0.620 0.260
6M High / 6M Low: 0.620 0.260
High (YTD): 7/26/2024 0.620
Low (YTD): 7/11/2024 0.260
52W High: 7/26/2024 0.620
52W Low: 12/15/2023 0.250
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.335
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   233.57%
Volatility 6M:   136.41%
Volatility 1Y:   111.39%
Volatility 3Y:   -