DZ Bank Put 35 SGM 20.12.2024
/ DE000DJ396B7
DZ Bank Put 35 SGM 20.12.2024/ DE000DJ396B7 /
| 7/5/2024 9:34:41 PM |
Chg.-0.020 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-11.76% |
0.150
Bid Size: 12,000 |
0.200
Ask Size: 12,000 |
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: |
-19.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-0.39 |
| Time value: |
0.20 |
| Break-even: |
33.00 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
33.33% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-5.35 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.78% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.150 |
| 1M High / 1M Low: |
0.240 |
0.110 |
| 6M High / 6M Low: |
0.310 |
0.110 |
| High (YTD): |
4/19/2024 |
0.310 |
| Low (YTD): |
6/12/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.77% |
| Volatility 6M: |
|
152.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
