DZ Bank Put 30 SGM 20.12.2024
/ DE000DJ396A9
DZ Bank Put 30 SGM 20.12.2024/ DE000DJ396A9 /
| 2024-05-02 9:49:45 AM |
Chg.+0.020 |
Bid3:33:22 PM |
Ask3:33:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+20.00% |
0.130
Bid Size: 120,000 |
0.140
Ask Size: 120,000 |
STMICROELECTRONICS |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ396A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.76 |
| Time value: |
0.14 |
| Break-even: |
28.60 |
| Moneyness: |
0.80 |
| Premium: |
0.24 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-4.76 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.090 |
| 1M High / 1M Low: |
0.150 |
0.090 |
| 6M High / 6M Low: |
0.190 |
0.074 |
| High (YTD): |
2024-04-22 |
0.150 |
| Low (YTD): |
2024-03-08 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.12% |
| Volatility 6M: |
|
150.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
