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DZ Bank Put 30 SGM 20.12.2024/  DE000DJ396A9  /

Frankfurt Zert./DZB
2024-09-25  2:04:23 PM Chg.+0.050 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.520EUR +10.64% 0.520
Bid Size: 120,000		 0.530
Ask Size: 120,000		 STMICROELECTRONICS 30.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ396A
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.86
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.47
Implied volatility: 0.43
Historic volatility: 0.33
Parity: 0.47
Time value: 0.05
Break-even: 24.80
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 10.64%
Delta: -0.75
Theta: -0.01
Omega: -3.63
Rho: -0.06
 

Quote data

Open: 0.510
High: 0.530
Low: 0.490
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+79.31%
3 Months  
+642.86%
YTD  
+420.00%
1 Year  
+205.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.440
1M High / 1M Low: 0.520 0.260
6M High / 6M Low: 0.520 0.034
High (YTD): 2024-09-16 0.520
Low (YTD): 2024-07-12 0.034
52W High: 2024-09-16 0.520
52W Low: 2024-07-12 0.034
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   0.000
Volatility 1M:   203.62%
Volatility 6M:   312.05%
Volatility 1Y:   242.46%
Volatility 3Y:   -