DZ Bank Put 35 SGM 20.12.2024
/ DE000DJ396B7
DZ Bank Put 35 SGM 20.12.2024/ DE000DJ396B7 /
9/2/2024 9:46:04 AM |
Chg.+0.030 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+4.48% |
- Bid Size: - |
- Ask Size: - |
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: |
-4.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.44 |
Historic volatility: |
0.32 |
Parity: |
0.62 |
Time value: |
0.06 |
Break-even: |
28.20 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
7.94% |
Delta: |
-0.74 |
Theta: |
-0.01 |
Omega: |
-3.15 |
Rho: |
-0.08 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.11% |
1 Month |
|
|
-1.41% |
3 Months |
|
|
+288.89% |
YTD |
|
|
+268.42% |
1 Year |
|
|
+191.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.670 |
1M High / 1M Low: |
0.930 |
0.670 |
6M High / 6M Low: |
0.930 |
0.130 |
High (YTD): |
8/5/2024 |
0.930 |
Low (YTD): |
6/11/2024 |
0.130 |
52W High: |
8/5/2024 |
0.930 |
52W Low: |
6/11/2024 |
0.130 |
Avg. price 1W: |
|
0.702 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.769 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.318 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.285 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
72.65% |
Volatility 6M: |
|
209.32% |
Volatility 1Y: |
|
170.72% |
Volatility 3Y: |
|
- |