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DZ Bank Put 35 SGM 20.12.2024/  DE000DJ396B7  /

EUWAX
2024-07-29  9:59:36 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 35.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ396B
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.80
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.43
Implied volatility: 0.37
Historic volatility: 0.32
Parity: 0.43
Time value: 0.10
Break-even: 29.70
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 10.42%
Delta: -0.65
Theta: -0.01
Omega: -3.75
Rho: -0.10
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+155.00%
1 Month  
+112.50%
3 Months  
+131.82%
YTD  
+168.42%
1 Year  
+183.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.200
1M High / 1M Low: 0.520 0.160
6M High / 6M Low: 0.520 0.130
High (YTD): 2024-07-26 0.520
Low (YTD): 2024-06-11 0.130
52W High: 2024-07-26 0.520
52W Low: 2024-06-11 0.130
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   0.000
Volatility 1M:   395.71%
Volatility 6M:   209.06%
Volatility 1Y:   165.49%
Volatility 3Y:   -