DZ Bank Put 40 SBS 20.06.2025
/ DE000DJ37UT0
DZ Bank Put 40 SBS 20.06.2025/ DE000DJ37UT0 /
| 2024-06-07 6:09:55 PM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
STRATEC SE NA O.N. |
40.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
-0.68 |
| Time value: |
0.43 |
| Break-even: |
35.70 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
53.57% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-2.80 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.300 |
| High: |
0.330 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-38.30% |
| 3 Months |
|
|
-40.82% |
| YTD |
|
|
-47.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.500 |
0.270 |
| 6M High / 6M Low: |
0.730 |
0.270 |
| High (YTD): |
2024-04-03 |
0.720 |
| Low (YTD): |
2024-06-03 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.05% |
| Volatility 6M: |
|
85.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
