DZ Bank Put 45 SGM 20.09.2024
/ DE000DJ65RM2
DZ Bank Put 45 SGM 20.09.2024/ DE000DJ65RM2 /
| 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: |
|
- |
