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DZ Bank Put 40 SGM 20.12.2024/  DE000DJ396C5  /

EUWAX
30/07/2024  10:03:39 Chg.+0.010 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.940EUR +1.08% -
Bid Size: -		 -
Ask Size: -		 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: -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: 0.940
Low: 0.940
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+104.35%
1 Month  
+88.00%
3 Months  
+104.35%
YTD  
+193.75%
1 Year  
+203.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.460
1M High / 1M Low: 0.940 0.360
6M High / 6M Low: 0.940 0.280
High (YTD): 26/07/2024 0.940
Low (YTD): 08/03/2024 0.280
52W High: 26/07/2024 0.940
52W Low: 08/03/2024 0.280
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.481
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   0.432
Avg. volume 1Y:   0.000
Volatility 1M:   289.77%
Volatility 6M:   173.73%
Volatility 1Y:   137.79%
Volatility 3Y:   -