DZ Bank Put 40 SGM 20.06.2025
/ DE000DJ396G6
DZ Bank Put 40 SGM 20.06.2025/ DE000DJ396G6 /
| 31/07/2024 09:58:41 |
Chg.-0.01 |
Bid11:35:33 |
Ask11:35:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-1.00% |
0.99
Bid Size: 120,000 |
1.00
Ask Size: 120,000 |
STMICROELECTRONICS |
40.00 EUR |
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 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
0.96 |
| Time value: |
0.12 |
| Break-even: |
29.20 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
4.85% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-1.81 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.80% |
| 1 Month |
|
|
+54.69% |
| 3 Months |
|
|
+65.00% |
| YTD |
|
|
+120.00% |
| 1 Year |
|
|
+125.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.59 |
| 1M High / 1M Low: |
1.00 |
0.49 |
| 6M High / 6M Low: |
1.00 |
0.42 |
| High (YTD): |
30/07/2024 |
1.00 |
| Low (YTD): |
08/03/2024 |
0.42 |
| 52W High: |
30/07/2024 |
1.00 |
| 52W Low: |
15/12/2023 |
0.40 |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
185.25% |
| Volatility 6M: |
|
117.58% |
| Volatility 1Y: |
|
97.49% |
| Volatility 3Y: |
|
- |
