DZ Bank Put 35 SGM 20.09.2024
/ DE000DJ23SR8
DZ Bank Put 35 SGM 20.09.2024/ DE000DJ23SR8 /
| 2024-07-26 9:05:28 AM |
Chg.+0.190 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+76.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
35.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
0.02 |
| Break-even: |
30.50 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-5.51 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+394.38% |
| 1 Month |
|
|
+158.82% |
| 3 Months |
|
|
+238.46% |
| YTD |
|
|
+238.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.110 |
| 1M High / 1M Low: |
0.440 |
0.066 |
| 6M High / 6M Low: |
0.440 |
0.059 |
| High (YTD): |
2024-07-26 |
0.440 |
| Low (YTD): |
2024-06-13 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.49% |
| Volatility 6M: |
|
287.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
