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DZ Bank Put 40 SGM 20.12.2024/  DE000DJ396C5  /

Frankfurt Zert./DZB
2024-07-26  9:34:48 PM Chg.+0.040 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
0.910EUR +4.60% 0.890
Bid Size: 12,000		 0.940
Ask Size: 12,000		 STMICROELECTRONICS 40.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ396C
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.27
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.39
Historic volatility: 0.32
Parity: 0.93
Time value: 0.01
Break-even: 30.60
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.05
Spread %: 5.62%
Delta: -0.81
Theta: 0.00
Omega: -2.66
Rho: -0.14
 

Quote data

Open: 0.950
High: 0.960
Low: 0.900
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+102.22%
1 Month  
+82.00%
3 Months  
+111.63%
YTD  
+184.38%
1 Year  
+203.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.380
1M High / 1M Low: 0.910 0.340
6M High / 6M Low: 0.910 0.270
High (YTD): 2024-07-26 0.910
Low (YTD): 2024-06-12 0.270
52W High: 2024-07-26 0.910
52W Low: 2024-06-12 0.270
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   0.425
Avg. volume 1Y:   0.000
Volatility 1M:   310.88%
Volatility 6M:   167.00%
Volatility 1Y:   134.87%
Volatility 3Y:   -