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DZ Bank Put 30 SGM 20.12.2024/  DE000DJ396A9  /

EUWAX
2024-09-24  9:46:01 AM Chg.-0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.470EUR -14.55% -
Bid Size: -		 -
Ask Size: -		 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: -4.43
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 0.45
Historic volatility: 0.33
Parity: 0.52
Time value: 0.04
Break-even: 24.40
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 9.80%
Delta: -0.76
Theta: -0.01
Omega: -3.39
Rho: -0.06
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month  
+46.88%
3 Months  
+370.00%
YTD  
+370.00%
1 Year  
+176.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.550 0.280
6M High / 6M Low: 0.550 0.054
High (YTD): 2024-09-23 0.550
Low (YTD): 2024-06-13 0.054
52W High: 2024-09-23 0.550
52W Low: 2024-06-13 0.054
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.158
Avg. volume 1Y:   0.000
Volatility 1M:   192.57%
Volatility 6M:   263.45%
Volatility 1Y:   210.94%
Volatility 3Y:   -