DZ Bank Put 35 SGM 20.09.2024
/ DE000DJ23SR8
DZ Bank Put 35 SGM 20.09.2024/ DE000DJ23SR8 /
| 7/30/2024 9:34:46 PM |
Chg.+0.080 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+20.00% |
0.480
Bid Size: 12,000 |
0.530
Ask Size: 12,000 |
STMICROELECTRONICS |
35.00 EUR |
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 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.39 |
| Time value: |
0.07 |
| Break-even: |
30.40 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
12.20% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-4.87 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.490 |
| Low: |
0.420 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+380.00% |
| 1 Month |
|
|
+242.86% |
| 3 Months |
|
|
+182.35% |
| YTD |
|
|
+269.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.100 |
| 1M High / 1M Low: |
0.420 |
0.047 |
| 6M High / 6M Low: |
0.420 |
0.046 |
| High (YTD): |
7/26/2024 |
0.420 |
| Low (YTD): |
6/12/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
943.14% |
| Volatility 6M: |
|
423.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
