DZ Bank Put 45 SGM 20.09.2024
/ DE000DJ65RM2
DZ Bank Put 45 SGM 20.09.2024/ DE000DJ65RM2 /
| 2024-06-27 9:04:51 AM |
Chg.+0.050 |
Bid2:45:55 PM |
Ask2:45:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+6.41% |
0.850
Bid Size: 120,000 |
0.860
Ask Size: 120,000 |
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: |
-4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.82 |
| Time value: |
0.01 |
| Break-even: |
36.70 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-3.72 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.16% |
| 1 Month |
|
|
+20.29% |
| 3 Months |
|
|
+27.69% |
| YTD |
|
|
+88.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.720 |
| 1M High / 1M Low: |
0.840 |
0.460 |
| 6M High / 6M Low: |
0.870 |
0.420 |
| High (YTD): |
2024-05-03 |
0.870 |
| Low (YTD): |
2024-03-08 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.67% |
| Volatility 6M: |
|
140.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
