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DZ Bank Put 35 SGM 20.06.2025/  DE000DJ396F8  /

Frankfurt Zert./DZB
2024-09-24  9:34:55 PM Chg.-0.040 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.960EUR -4.00% 0.960
Bid Size: 12,000		 1.010
Ask Size: 12,000		 STMICROELECTRONICS 35.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ396F
Issuer: DZ Bank AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.37
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.02
Implied volatility: 0.44
Historic volatility: 0.33
Parity: 1.02
Time value: 0.03
Break-even: 24.50
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 5.00%
Delta: -0.75
Theta: 0.00
Omega: -1.76
Rho: -0.21
 

Quote data

Open: 0.990
High: 0.990
Low: 0.950
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month  
+28.00%
3 Months  
+182.35%
YTD  
+231.03%
1 Year  
+152.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.930
1M High / 1M Low: 1.010 0.710
6M High / 6M Low: 1.010 0.240
High (YTD): 2024-09-16 1.010
Low (YTD): 2024-07-12 0.240
52W High: 2024-09-16 1.010
52W Low: 2024-07-12 0.240
Avg. price 1W:   0.976
Avg. volume 1W:   0.000
Avg. price 1M:   0.888
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   97.41%
Volatility 6M:   141.21%
Volatility 1Y:   119.71%
Volatility 3Y:   -