DZ Bank Put 30 SGM 20.12.2024
/ DE000DJ396A9
DZ Bank Put 30 SGM 20.12.2024/ DE000DJ396A9 /
| 5/17/2024 11:51:10 AM |
Chg.+0.005 |
Bid1:19:52 PM |
Ask1:19:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+6.33% |
0.086
Bid Size: 120,000 |
0.096
Ask Size: 120,000 |
STMICROELECTRONICS |
30.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ396A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.89 |
| Time value: |
0.11 |
| Break-even: |
28.90 |
| Moneyness: |
0.77 |
| Premium: |
0.26 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.04 |
| Spread %: |
57.14% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-5.24 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-35.38% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.079 |
| 1M High / 1M Low: |
0.150 |
0.079 |
| 6M High / 6M Low: |
0.150 |
0.074 |
| High (YTD): |
4/22/2024 |
0.150 |
| Low (YTD): |
3/8/2024 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.93% |
| Volatility 6M: |
|
153.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
