DZ Bank Put 40 SGM 20.09.2024/  DE000DJ23SS6  /

Frankfurt Zert./DZB
2024-07-26  9:34:29 PM Chg.+0.060 Bid9:58:49 PM Ask9:58:49 PM Underlying Strike price Expiration date Option type
0.870EUR +7.41% 0.840
Bid Size: 12,000
0.940
Ask Size: 12,000
STMICROELECTRONICS 40.00 EUR 2024-09-20 Put
 

Master data

WKN: DJ23SS
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.27
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.52
Historic volatility: 0.32
Parity: 0.93
Time value: 0.01
Break-even: 30.60
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.10
Spread %: 11.90%
Delta: -0.88
Theta: -0.01
Omega: -2.88
Rho: -0.05
 

Quote data

Open: 0.930
High: 0.930
Low: 0.850
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+135.14%
1 Month  
+107.14%
3 Months  
+148.57%
YTD  
+248.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.290
1M High / 1M Low: 0.870 0.230
6M High / 6M Low: 0.870 0.170
High (YTD): 2024-07-26 0.870
Low (YTD): 2024-06-12 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.327
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.84%
Volatility 6M:   231.88%
Volatility 1Y:   -
Volatility 3Y:   -