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DZ Bank Put 45 SGM 20.06.2025/  DE000DJ396H4  /

Frankfurt Zert./DZB
2024-07-26  9:34:48 PM Chg.+0.050 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
1.410EUR +3.68% 1.390
Bid Size: 12,000		 1.440
Ask Size: 12,000		 STMICROELECTRONICS 45.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ396H
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.13
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.43
Implied volatility: 0.43
Historic volatility: 0.32
Parity: 1.43
Time value: 0.01
Break-even: 30.60
Moneyness: 1.46
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 3.60%
Delta: -0.75
Theta: 0.00
Omega: -1.59
Rho: -0.34
 

Quote data

Open: 1.450
High: 1.460
Low: 1.400
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+53.26%
1 Month  
+42.42%
3 Months  
+62.07%
YTD  
+110.45%
1 Year  
+123.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 0.830
1M High / 1M Low: 1.410 0.770
6M High / 6M Low: 1.410 0.640
High (YTD): 2024-07-26 1.410
Low (YTD): 2024-03-12 0.640
52W High: 2024-07-26 1.410
52W Low: 2023-12-15 0.610
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.909
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   0.824
Avg. volume 1Y:   0.000
Volatility 1M:   169.37%
Volatility 6M:   98.90%
Volatility 1Y:   83.94%
Volatility 3Y:   -