DZ Bank Put 40 SGM 20.09.2024
/ DE000DJ23SS6
DZ Bank Put 40 SGM 20.09.2024/ DE000DJ23SS6 /
| 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: |
|
- |
