DZ Bank Put 40 SGM 20.06.2025
/ DE000DJ396G6
DZ Bank Put 40 SGM 20.06.2025/ DE000DJ396G6 /
2024-09-02 8:34:43 PM |
Chg.+0.010 |
Bid2024-09-02 |
Ask2024-09-02 |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
+0.88% |
1.140 Bid Size: 24,000 |
1.190 Ask Size: 24,000 |
STMICROELECTRONICS |
40.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ396G |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.43 |
Historic volatility: |
0.32 |
Parity: |
1.12 |
Time value: |
0.05 |
Break-even: |
28.30 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.05 |
Spread %: |
4.46% |
Delta: |
-0.72 |
Theta: |
0.00 |
Omega: |
-1.77 |
Rho: |
-0.26 |
Quote data
Open: |
1.170 |
High: |
1.200 |
Low: |
1.140 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.79% |
1 Month |
|
|
-10.24% |
3 Months |
|
|
+103.57% |
YTD |
|
|
+153.33% |
1 Year |
|
|
+123.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
1.130 |
1M High / 1M Low: |
1.380 |
1.130 |
6M High / 6M Low: |
1.380 |
0.410 |
High (YTD): |
2024-08-07 |
1.380 |
Low (YTD): |
2024-03-07 |
0.410 |
52W High: |
2024-08-07 |
1.380 |
52W Low: |
2023-12-15 |
0.400 |
Avg. price 1W: |
|
1.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.238 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.683 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.615 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
56.95% |
Volatility 6M: |
|
118.50% |
Volatility 1Y: |
|
100.02% |
Volatility 3Y: |
|
- |