DZ Bank Put 40 SGM 20.12.2024
/ DE000DJ396C5
DZ Bank Put 40 SGM 20.12.2024/ DE000DJ396C5 /
| 27/06/2024 21:35:16 |
Chg.+0.020 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.510
Bid Size: 12,000 |
0.560
Ask Size: 12,000 |
STMICROELECTRONICS |
40.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ396C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.32 |
| Time value: |
0.20 |
| Break-even: |
34.80 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
10.64% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-3.90 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
+24.39% |
| 3 Months |
|
|
+27.50% |
| YTD |
|
|
+59.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.490 |
0.270 |
| 6M High / 6M Low: |
0.580 |
0.270 |
| High (YTD): |
19/04/2024 |
0.580 |
| Low (YTD): |
12/06/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.01% |
| Volatility 6M: |
|
123.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
