DZ Bank Put 40 SBS 20.06.2025
/ DE000DJ37UT0
DZ Bank Put 40 SBS 20.06.2025/ DE000DJ37UT0 /
| 5/15/2024 8:34:57 PM |
Chg.-0.010 |
Bid5/15/2024 |
Ask5/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.400
Bid Size: 5,000 |
0.540
Ask Size: 5,000 |
STRATEC SE NA O.N. |
40.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
DJ37UT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
-0.34 |
| Time value: |
0.55 |
| Break-even: |
34.50 |
| Moneyness: |
0.92 |
| Premium: |
0.20 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
37.50% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-2.45 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.410 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-35.48% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
-25.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.410 |
| 1M High / 1M Low: |
0.620 |
0.410 |
| 6M High / 6M Low: |
0.760 |
0.410 |
| High (YTD): |
4/4/2024 |
0.720 |
| Low (YTD): |
5/14/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.59% |
| Volatility 6M: |
|
83.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
