DZ Bank Put 40 SGM 20.12.2024
/ DE000DJ396C5
DZ Bank Put 40 SGM 20.12.2024/ DE000DJ396C5 /
| 2024-06-21 9:35:05 PM |
Chg.0.000 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
0.430
Bid Size: 12,000 |
0.480
Ask Size: 12,000 |
STMICROELECTRONICS |
40.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ396C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.20 |
| Time value: |
0.28 |
| Break-even: |
35.20 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
11.63% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-3.92 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.44% |
| 1 Month |
|
|
+7.50% |
| 3 Months |
|
|
+4.88% |
| YTD |
|
|
+34.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.270 |
| 6M High / 6M Low: |
0.580 |
0.270 |
| High (YTD): |
2024-04-19 |
0.580 |
| Low (YTD): |
2024-06-12 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.29% |
| Volatility 6M: |
|
124.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
