DZ Bank Put 45 SGM 20.12.2024
/ DE000DJ396D3
DZ Bank Put 45 SGM 20.12.2024/ DE000DJ396D3 /
| 05/07/2024 15:46:21 |
Chg.-0.060 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-7.79% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
45.00 EUR |
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 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.710 |
| High: |
0.710 |
| Low: |
0.690 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.39% |
| 1 Month |
|
|
+24.56% |
| 3 Months |
|
|
-7.79% |
| YTD |
|
|
+36.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.710 |
| 1M High / 1M Low: |
0.920 |
0.570 |
| 6M High / 6M Low: |
0.950 |
0.500 |
| High (YTD): |
22/04/2024 |
0.950 |
| Low (YTD): |
08/03/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.05% |
| Volatility 6M: |
|
114.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
