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: |
|
- |