DZ Bank Put 35 SGM 20.09.2024
/ DE000DJ23SR8
DZ Bank Put 35 SGM 20.09.2024/ DE000DJ23SR8 /
| 8/6/2024 12:34:57 PM |
Chg.+0.040 |
Bid9:59:14 PM |
Ask8/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
35.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
DJ23SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
8/6/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.32 |
| Parity: |
0.80 |
| Time value: |
0.05 |
| Break-even: |
26.50 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
-0.82 |
| Theta: |
-0.06 |
| Omega: |
-2.60 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.830 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+1547.06% |
| YTD |
|
|
+546.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.840 |
0.840 |
| 6M High / 6M Low: |
0.840 |
0.046 |
| High (YTD): |
8/6/2024 |
0.840 |
| Low (YTD): |
6/12/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
456.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
