DZ Bank Put 40 SGM 20.09.2024
/ DE000DJ23SS6
DZ Bank Put 40 SGM 20.09.2024/ DE000DJ23SS6 /
| 2024-07-05 9:34:38 PM |
Chg.-0.050 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-16.13% |
0.260
Bid Size: 12,000 |
0.310
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: |
-12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.20 |
| Break-even: |
36.90 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-6.42 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.10% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
+4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.260 |
| 1M High / 1M Low: |
0.430 |
0.170 |
| 6M High / 6M Low: |
0.510 |
0.170 |
| High (YTD): |
2024-04-19 |
0.510 |
| Low (YTD): |
2024-06-12 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.04% |
| Volatility 6M: |
|
172.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
