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DZ Bank Put 35 SGM 20.12.2024/  DE000DJ396B7  /

EUWAX
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:   -