DZ Bank Put 45 SGM 20.09.2024
/ DE000DJ65RM2
DZ Bank Put 45 SGM 20.09.2024/ DE000DJ65RM2 /
| 2024-07-26 9:35:03 PM |
Chg.+0.050 |
Bid9:58:48 PM |
Ask9:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+3.82% |
1.340
Bid Size: 12,000 |
1.440
Ask Size: 12,000 |
STMICROELECTRONICS |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ65RM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.32 |
| Parity: |
1.43 |
| Time value: |
0.01 |
| Break-even: |
30.60 |
| Moneyness: |
1.46 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
7.46% |
| Delta: |
-0.90 |
| Theta: |
-0.01 |
| Omega: |
-1.91 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.350 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.62% |
| 1 Month |
|
|
+61.90% |
| 3 Months |
|
|
+97.10% |
| YTD |
|
|
+209.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
0.670 |
| 1M High / 1M Low: |
1.360 |
0.590 |
| 6M High / 6M Low: |
1.360 |
0.410 |
| High (YTD): |
2024-07-26 |
1.360 |
| Low (YTD): |
2024-03-12 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.655 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.32% |
| Volatility 6M: |
|
158.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
