DZ Bank Put 40 SGM 21.03.2025
/ DE000DQ2L8Y2
DZ Bank Put 40 SGM 21.03.2025/ DE000DQ2L8Y2 /
02/09/2024 09:09:26 |
Chg.-0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
-0.85% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
40.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
DQ2L8Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.50 |
Historic volatility: |
0.32 |
Parity: |
1.12 |
Time value: |
0.06 |
Break-even: |
28.20 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.10 |
Spread %: |
9.26% |
Delta: |
-0.75 |
Theta: |
-0.01 |
Omega: |
-1.82 |
Rho: |
-0.18 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.16 |
Previous Close: |
1.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.13% |
1 Month |
|
|
-1.69% |
3 Months |
|
|
+123.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.17 |
1M High / 1M Low: |
1.41 |
1.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |