DZ Bank Put 45 SGM 20.09.2024
/ DE000DJ65RM2
DZ Bank Put 45 SGM 20.09.2024/ DE000DJ65RM2 /
| 7/12/2024 9:03:46 AM |
Chg.+0.040 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+6.56% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
45.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ65RM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
0.62 |
| Time value: |
0.08 |
| Break-even: |
38.00 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.06 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.56% |
| 1 Month |
|
|
+20.37% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+47.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.610 |
| 1M High / 1M Low: |
0.880 |
0.460 |
| 6M High / 6M Low: |
0.880 |
0.420 |
| High (YTD): |
6/28/2024 |
0.880 |
| Low (YTD): |
3/8/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.646 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.87% |
| Volatility 6M: |
|
141.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
