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DZ Bank Put 40 SGM 20.06.2025/  DE000DJ396G6  /

Frankfurt Zert./DZB
7/30/2024  8:34:52 PM Chg.+0.060 Bid8:50:04 PM Ask8:50:04 PM Underlying Strike price Expiration date Option type
1.010EUR +6.32% 1.000
Bid Size: 24,000		 1.050
Ask Size: 24,000		 STMICROELECTRONICS 40.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ396G
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 6/20/2025
Issue date: 7/20/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.08
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.89
Implied volatility: 0.42
Historic volatility: 0.32
Parity: 0.89
Time value: 0.12
Break-even: 29.90
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 5.21%
Delta: -0.64
Theta: 0.00
Omega: -1.97
Rho: -0.27
 

Quote data

Open: 1.000
High: 1.040
Low: 0.970
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+77.19%
1 Month  
+57.81%
3 Months  
+60.32%
YTD  
+124.44%
1 Year  
+129.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.570
1M High / 1M Low: 0.970 0.460
6M High / 6M Low: 0.970 0.410
High (YTD): 7/26/2024 0.970
Low (YTD): 3/7/2024 0.410
52W High: 7/26/2024 0.970
52W Low: 12/15/2023 0.400
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   218.18%
Volatility 6M:   118.11%
Volatility 1Y:   98.20%
Volatility 3Y:   -