DZ Bank Put 50 SBS 20.06.2025
/ DE000DJ37UV6
DZ Bank Put 50 SBS 20.06.2025/ DE000DJ37UV6 /
| 2024-05-02 2:34:54 PM |
Chg.+0.040 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+4.12% |
1.010
Bid Size: 20,000 |
1.060
Ask Size: 20,000 |
STRATEC SE NA O.N. |
50.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
0.67 |
| Time value: |
0.45 |
| Break-even: |
38.80 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
15.46% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-1.88 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.970 |
| High: |
1.030 |
| Low: |
0.970 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.53% |
| 1 Month |
|
|
-26.81% |
| 3 Months |
|
|
-13.68% |
| YTD |
|
|
-3.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.970 |
| 1M High / 1M Low: |
1.450 |
0.970 |
| 6M High / 6M Low: |
1.450 |
0.870 |
| High (YTD): |
2024-04-03 |
1.450 |
| Low (YTD): |
2024-04-30 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.09% |
| Volatility 6M: |
|
72.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
