DZ Bank Put 45 SGM 20.12.2024
/ DE000DJ396D3
DZ Bank Put 45 SGM 20.12.2024/ DE000DJ396D3 /
| 2024-07-05 9:34:58 PM |
Chg.-0.060 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-8.00% |
0.680
Bid Size: 12,000 |
0.730
Ask Size: 12,000 |
STMICROELECTRONICS |
45.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ396D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.12 |
| Break-even: |
37.70 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-3.48 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.59% |
| 1 Month |
|
|
+23.21% |
| 3 Months |
|
|
-12.66% |
| YTD |
|
|
+32.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.690 |
| 1M High / 1M Low: |
0.890 |
0.530 |
| 6M High / 6M Low: |
0.940 |
0.490 |
| High (YTD): |
2024-04-19 |
0.940 |
| Low (YTD): |
2024-03-07 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.705 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.34% |
| Volatility 6M: |
|
103.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
