DZ Bank Put 45 SGM 20.06.2025
/ DE000DJ396H4
DZ Bank Put 45 SGM 20.06.2025/ DE000DJ396H4 /
| 2024-07-26 3:36:06 PM |
Chg.+0.14 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+10.77% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.45 |
| High: |
1.45 |
| Low: |
1.44 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+46.94% |
| 3 Months |
|
|
+69.41% |
| YTD |
|
|
+114.93% |
| 1 Year |
|
|
+125.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
0.91 |
| 1M High / 1M Low: |
1.44 |
0.79 |
| 6M High / 6M Low: |
1.44 |
0.64 |
| High (YTD): |
2024-07-26 |
1.44 |
| Low (YTD): |
2024-03-08 |
0.64 |
| 52W High: |
2024-07-26 |
1.44 |
| 52W Low: |
2023-12-15 |
0.61 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
160.36% |
| Volatility 6M: |
|
103.38% |
| Volatility 1Y: |
|
86.28% |
| Volatility 3Y: |
|
- |
