DZ Bank Put 35 SGM 20.06.2025
/ DE000DJ396F8
DZ Bank Put 35 SGM 20.06.2025/ DE000DJ396F8 /
| 12/11/2024 15:46:05 |
Chg.-0.040 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-4.04% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-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: |
0.930 |
| High: |
0.950 |
| Low: |
0.930 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.41% |
| 1 Month |
|
|
-5.94% |
| 3 Months |
|
|
+9.20% |
| YTD |
|
|
+227.59% |
| 1 Year |
|
|
+137.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.990 |
| 1M High / 1M Low: |
1.110 |
0.890 |
| 6M High / 6M Low: |
1.110 |
0.260 |
| High (YTD): |
05/11/2024 |
1.110 |
| Low (YTD): |
11/07/2024 |
0.260 |
| 52W High: |
05/11/2024 |
1.110 |
| 52W Low: |
15/12/2023 |
0.250 |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.665 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.502 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
74.79% |
| Volatility 6M: |
|
133.17% |
| Volatility 1Y: |
|
116.03% |
| Volatility 3Y: |
|
- |
