DZ Bank Put 40 SGM 21.03.2025
/ DE000DQ2L8Y2
DZ Bank Put 40 SGM 21.03.2025/ DE000DQ2L8Y2 /
| 2024-07-30 9:34:58 PM |
Chg.+0.080 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
40.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2L8Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
0.89 |
| Time value: |
0.10 |
| Break-even: |
30.10 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
5.32% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-2.14 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.970 |
| High: |
1.020 |
| Low: |
0.950 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.82% |
| 1 Month |
|
|
+78.57% |
| 3 Months |
|
|
+81.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.550 |
| 1M High / 1M Low: |
1.000 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
