DZ Bank Put 45 SGM 20.09.2024
/ DE000DJ65RM2
DZ Bank Put 45 SGM 20.09.2024/ DE000DJ65RM2 /
2024-08-02 9:04:39 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
- |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
45.00 - |
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 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-08-05 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
1.83 |
Implied volatility: |
- |
Historic volatility: |
0.32 |
Parity: |
1.83 |
Time value: |
-0.16 |
Break-even: |
28.30 |
Moneyness: |
1.68 |
Premium: |
-0.06 |
Premium p.a.: |
-0.42 |
Spread abs.: |
-0.01 |
Spread %: |
-0.60% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
1.40 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+139.13% |
3 Months |
|
|
+111.54% |
YTD |
|
|
+275.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.65 |
0.61 |
6M High / 6M Low: |
1.65 |
0.42 |
High (YTD): |
2024-08-02 |
1.65 |
Low (YTD): |
2024-03-08 |
0.42 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.50% |
Volatility 6M: |
|
160.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |