DZ Bank Put 40 SGM 20.06.2025/  DE000DJ396G6  /

EUWAX
2024-07-05  3:46:21 PM Chg.-0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.530EUR -5.36% -
Bid Size: -
-
Ask Size: -
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: -6.95
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.11
Implied volatility: 0.38
Historic volatility: 0.30
Parity: 0.11
Time value: 0.45
Break-even: 34.40
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 9.80%
Delta: -0.42
Theta: -0.01
Omega: -2.91
Rho: -0.21
 

Quote data

Open: 0.530
High: 0.530
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.19%
1 Month  
+12.77%
3 Months
  -10.17%
YTD  
+17.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.530
1M High / 1M Low: 0.660 0.450
6M High / 6M Low: 0.700 0.420
High (YTD): 2024-04-22 0.700
Low (YTD): 2024-03-08 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.78%
Volatility 6M:   96.94%
Volatility 1Y:   -
Volatility 3Y:   -