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DZ Bank Put 45 SGM 20.12.2024/  DE000DJ396D3  /

Frankfurt Zert./DZB
26/07/2024  14:35:20 Chg.+0.110 Bid21:59:26 Ask26/07/2024 Underlying Strike price Expiration date Option type
1.420EUR +8.40% 1.340
Bid Size: 12,000		 -
Ask Size: -		 STMICROELECTRONICS 45.00 - 20/12/2024 Put
 

Master data

WKN: DJ396D
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 20/12/2024
Issue date: 20/07/2023
Last trading day: 26/07/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.13
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.43
Implied volatility: 0.51
Historic volatility: 0.32
Parity: 1.43
Time value: 0.01
Break-even: 30.60
Moneyness: 1.46
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.10
Spread %: 7.46%
Delta: -0.83
Theta: 0.00
Omega: -1.78
Rho: -0.16
 

Quote data

Open: 1.430
High: 1.430
Low: 1.370
Previous Close: 1.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+69.05%
1 Month  
+61.36%
3 Months  
+89.33%
YTD  
+173.08%
1 Year  
+195.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.730
1M High / 1M Low: 1.420 0.660
6M High / 6M Low: 1.420 0.490
High (YTD): 26/07/2024 1.420
Low (YTD): 07/03/2024 0.490
52W High: 26/07/2024 1.420
52W Low: 01/08/2023 0.470
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   0.000
Avg. price 1Y:   0.706
Avg. volume 1Y:   0.000
Volatility 1M:   214.27%
Volatility 6M:   128.41%
Volatility 1Y:   107.96%
Volatility 3Y:   -