DZ Bank Put 35 SGM 20.09.2024
/ DE000DJ23SR8
DZ Bank Put 35 SGM 20.09.2024/ DE000DJ23SR8 /
| 2024-06-17 9:35:04 AM |
Chg.+0.009 |
Bid9:35:34 AM |
Ask9:35:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+11.25% |
0.088
Bid Size: 120,000 |
0.098
Ask Size: 120,000 |
STMICROELECTRONICS |
35.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-0.44 |
| Time value: |
0.12 |
| Break-even: |
33.80 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.04 |
| Spread %: |
50.00% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-7.62 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.089 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.15% |
| 1 Month |
|
|
-19.09% |
| 3 Months |
|
|
-31.54% |
| YTD |
|
|
-31.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.046 |
| 1M High / 1M Low: |
0.130 |
0.046 |
| 6M High / 6M Low: |
0.230 |
0.046 |
| High (YTD): |
2024-04-19 |
0.230 |
| Low (YTD): |
2024-06-12 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.68% |
| Volatility 6M: |
|
207.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
