DZ Bank Put 40 SGM 19.12.2025
/ DE000DJ8EVC2
DZ Bank Put 40 SGM 19.12.2025/ DE000DJ8EVC2 /
| 16/07/2024 09:07:42 |
Chg.+0.030 |
Bid09:07:58 |
Ask09:07:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+5.17% |
0.600
Bid Size: 120,000 |
0.610
Ask Size: 120,000 |
STMICROELECTRONICS |
40.00 EUR |
19/12/2025 |
Put |
Master data
| WKN: |
DJ8EVC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.53 |
| Break-even: |
33.60 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
8.47% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-2.37 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+15.09% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
0.720 |
0.560 |
| 6M High / 6M Low: |
0.730 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.79% |
| Volatility 6M: |
|
83.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
