DZ Bank Put 40 SGM 20.06.2025
/ DE000DJ396G6
DZ Bank Put 40 SGM 20.06.2025/ DE000DJ396G6 /
| 23/09/2024 13:34:39 |
Chg.+0.060 |
Bid21:58:07 |
Ask23/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+4.11% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
40.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
DJ396G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
20/07/2023 |
| Last trading day: |
23/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.34 |
| Parity: |
1.47 |
| Time value: |
0.08 |
| Break-even: |
24.50 |
| Moneyness: |
1.58 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
6.90% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-1.19 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.500 |
| High: |
1.540 |
| Low: |
1.500 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.59% |
| 3 Months |
|
|
+198.04% |
| YTD |
|
|
+237.78% |
| 1 Year |
|
|
+176.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.520 |
1.350 |
| 6M High / 6M Low: |
1.520 |
0.420 |
| High (YTD): |
23/09/2024 |
1.520 |
| Low (YTD): |
07/03/2024 |
0.410 |
| 52W High: |
23/09/2024 |
1.520 |
| 52W Low: |
15/12/2023 |
0.400 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.809 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.669 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
66.07% |
| Volatility 6M: |
|
119.45% |
| Volatility 1Y: |
|
101.73% |
| Volatility 3Y: |
|
- |
