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DZ Bank Put 35 SGM 20.12.2024/  DE000DJ396B7  /

Frankfurt Zert./DZB
7/31/2024  9:04:38 AM Chg.-0.030 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.520EUR -5.45% 0.520
Bid Size: 120,000		 0.530
Ask Size: 120,000		 STMICROELECTRONICS 35.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ396B
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.75
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.39
Implied volatility: 0.42
Historic volatility: 0.32
Parity: 0.39
Time value: 0.15
Break-even: 29.60
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 10.20%
Delta: -0.61
Theta: -0.01
Omega: -3.49
Rho: -0.10
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+136.36%
1 Month  
+126.09%
3 Months  
+108.00%
YTD  
+173.68%
1 Year  
+205.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.220
1M High / 1M Low: 0.550 0.130
6M High / 6M Low: 0.550 0.110
High (YTD): 7/30/2024 0.550
Low (YTD): 6/12/2024 0.110
52W High: 7/30/2024 0.550
52W Low: 6/12/2024 0.110
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.232
Avg. volume 1Y:   0.000
Volatility 1M:   420.36%
Volatility 6M:   220.98%
Volatility 1Y:   171.82%
Volatility 3Y:   -