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DZ Bank Put 40 SGM 20.12.2024/  DE000DJ396C5  /

Frankfurt Zert./DZB
7/30/2024  9:35:15 PM Chg.+0.090 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
0.980EUR +10.11% 0.980
Bid Size: 12,000		 1.030
Ask Size: 12,000		 STMICROELECTRONICS 40.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ396C
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.24
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 0.89
Time value: 0.07
Break-even: 30.40
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 5.49%
Delta: -0.74
Theta: -0.01
Omega: -2.41
Rho: -0.13
 

Quote data

Open: 0.940
High: 0.990
Low: 0.920
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+117.78%
1 Month  
+96.00%
3 Months  
+100.00%
YTD  
+206.25%
1 Year  
+226.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.450
1M High / 1M Low: 0.910 0.340
6M High / 6M Low: 0.910 0.270
High (YTD): 7/26/2024 0.910
Low (YTD): 6/12/2024 0.270
52W High: 7/26/2024 0.910
52W Low: 6/12/2024 0.270
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   311.67%
Volatility 6M:   167.06%
Volatility 1Y:   134.90%
Volatility 3Y:   -