DZ Bank Put 40 SGM 21.06.2024
/ DE000DJ39570
DZ Bank Put 40 SGM 21.06.2024/ DE000DJ39570 /
| 2024-05-02 9:49:46 AM |
Chg.+0.090 |
Bid10:06:33 AM |
Ask10:06:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+33.33% |
0.370
Bid Size: 120,000 |
0.380
Ask Size: 120,000 |
STMICROELECTRONICS |
40.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ3957 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.24 |
| Time value: |
0.14 |
| Break-even: |
36.20 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-5.92 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
+111.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.210 |
| 6M High / 6M Low: |
0.470 |
0.130 |
| High (YTD): |
2024-04-22 |
0.420 |
| Low (YTD): |
2024-03-13 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.06% |
| Volatility 6M: |
|
210.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
