DZ Bank Put 40 SGM 20.06.2025
/ DE000DJ396G6
DZ Bank Put 40 SGM 20.06.2025/ DE000DJ396G6 /
| 9/5/2024 9:34:55 PM |
Chg.0.000 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-2.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
1.30 |
| Time value: |
0.05 |
| Break-even: |
26.50 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
3.85% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-1.45 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.330 |
| High: |
1.350 |
| Low: |
1.290 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.04% |
| 1 Month |
|
|
-2.26% |
| 3 Months |
|
|
+195.45% |
| YTD |
|
|
+188.89% |
| 1 Year |
|
|
+150.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.130 |
| 1M High / 1M Low: |
1.380 |
1.130 |
| 6M High / 6M Low: |
1.380 |
0.410 |
| High (YTD): |
8/7/2024 |
1.380 |
| Low (YTD): |
3/7/2024 |
0.410 |
| 52W High: |
8/7/2024 |
1.380 |
| 52W Low: |
12/15/2023 |
0.400 |
| Avg. price 1W: |
|
1.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.625 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
67.58% |
| Volatility 6M: |
|
117.88% |
| Volatility 1Y: |
|
100.29% |
| Volatility 3Y: |
|
- |
