DZ Bank Put 35 SGM 20.06.2025
/ DE000DJ396F8
DZ Bank Put 35 SGM 20.06.2025/ DE000DJ396F8 /
2024-09-02 9:46:04 AM |
Chg.+0.020 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
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: |
-3.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
0.62 |
Time value: |
0.13 |
Break-even: |
27.50 |
Moneyness: |
1.22 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
7.14% |
Delta: |
-0.62 |
Theta: |
0.00 |
Omega: |
-2.37 |
Rho: |
-0.20 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.80% |
1 Month |
|
|
-2.56% |
3 Months |
|
|
+117.14% |
YTD |
|
|
+162.07% |
1 Year |
|
|
+130.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.740 |
1M High / 1M Low: |
0.980 |
0.740 |
6M High / 6M Low: |
0.980 |
0.260 |
High (YTD): |
2024-08-05 |
0.980 |
Low (YTD): |
2024-07-11 |
0.260 |
52W High: |
2024-08-05 |
0.980 |
52W Low: |
2023-12-15 |
0.250 |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.830 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.428 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.389 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
110.55% |
Volatility 6M: |
|
139.87% |
Volatility 1Y: |
|
115.83% |
Volatility 3Y: |
|
- |