DZ Bank Put 45 SGM 20.09.2024/  DE000DJ65RM2  /

Frankfurt Zert./DZB
2024-07-05  9:34:59 PM Chg.-0.080 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.620EUR -11.43% 0.620
Bid Size: 12,000
0.670
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: -5.81
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.61
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.61
Time value: 0.06
Break-even: 38.30
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 8.06%
Delta: -0.75
Theta: -0.01
Omega: -4.35
Rho: -0.07
 

Quote data

Open: 0.670
High: 0.670
Low: 0.610
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.19%
1 Month  
+29.17%
3 Months
  -15.07%
YTD  
+40.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.620
1M High / 1M Low: 0.850 0.450
6M High / 6M Low: 0.900 0.410
High (YTD): 2024-04-19 0.900
Low (YTD): 2024-03-12 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.640
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.07%
Volatility 6M:   129.26%
Volatility 1Y:   -
Volatility 3Y:   -