DZ Bank Put 50 SBS 20.06.2025
/ DE000DJ37UV6
DZ Bank Put 50 SBS 20.06.2025/ DE000DJ37UV6 /
| 6/7/2024 9:34:49 PM |
Chg.-0.020 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-2.70% |
0.710
Bid Size: 2,000 |
0.860
Ask Size: 2,000 |
STRATEC SE NA O.N. |
50.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
DJ37UV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
0.33 |
| Time value: |
0.56 |
| Break-even: |
41.20 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
20.55% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-2.34 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.750 |
| High: |
0.800 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
-30.77% |
| YTD |
|
|
-31.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.690 |
| 1M High / 1M Low: |
1.120 |
0.690 |
| 6M High / 6M Low: |
1.450 |
0.690 |
| High (YTD): |
4/3/2024 |
1.450 |
| Low (YTD): |
6/5/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.49% |
| Volatility 6M: |
|
68.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
