DZ Bank Put 36 SGM 20.12.2024
/ DE000DW87762
DZ Bank Put 36 SGM 20.12.2024/ DE000DW87762 /
| 16/09/2024 13:08:55 |
Chg.+0.100 |
Bid21:58:00 |
Ask16/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+10.31% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
36.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DW8776 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/01/2023 |
| Last trading day: |
16/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.34 |
| Parity: |
1.03 |
| Time value: |
0.05 |
| Break-even: |
25.30 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-1.97 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.050 |
| High: |
1.080 |
| Low: |
1.040 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.18% |
| 3 Months |
|
|
+494.44% |
| YTD |
|
|
+409.52% |
| 1 Year |
|
|
+268.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.070 |
0.940 |
| 6M High / 6M Low: |
1.070 |
0.130 |
| High (YTD): |
16/09/2024 |
1.070 |
| Low (YTD): |
12/06/2024 |
0.130 |
| 52W High: |
16/09/2024 |
1.070 |
| 52W Low: |
12/06/2024 |
0.130 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.343 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
116.69% |
| Volatility 6M: |
|
223.74% |
| Volatility 1Y: |
|
177.48% |
| Volatility 3Y: |
|
- |
