DZ Bank Put 40 SBS 19.12.2025
/ DE000DJ8EVE8
DZ Bank Put 40 SBS 19.12.2025/ DE000DJ8EVE8 /
2024-05-17 3:04:45 PM |
Chg.+0.050 |
Bid3:22:55 PM |
Ask3:22:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+9.80% |
0.570 Bid Size: 20,000 |
0.620 Ask Size: 20,000 |
STRATEC SE NA O.N. |
40.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
DJ8EVE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STRATEC SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.36 |
Parity: |
-0.39 |
Time value: |
0.65 |
Break-even: |
33.50 |
Moneyness: |
0.91 |
Premium: |
0.24 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.15 |
Spread %: |
30.00% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-1.95 |
Rho: |
-0.31 |
Quote data
Open: |
0.510 |
High: |
0.570 |
Low: |
0.510 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.45% |
1 Month |
|
|
-23.29% |
3 Months |
|
|
-12.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.510 |
1M High / 1M Low: |
0.730 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |