DZ Bank Put 100 SIE 21.03.2025
/ DE000DJ072B4
DZ Bank Put 100 SIE 21.03.2025/ DE000DJ072B4 /
2024-05-27 9:34:49 PM |
Chg.-0.010 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
-11.11% |
0.080 Bid Size: 3,500 |
0.160 Ask Size: 3,500 |
SIEMENS AG NA O.N. |
100.00 - |
2025-03-21 |
Put |
Master data
WKN: |
DJ072B |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-20 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-104.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.23 |
Parity: |
-7.73 |
Time value: |
0.17 |
Break-even: |
98.30 |
Moneyness: |
0.56 |
Premium: |
0.45 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.08 |
Spread %: |
88.89% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-4.96 |
Rho: |
-0.08 |
Quote data
Open: |
0.080 |
High: |
0.110 |
Low: |
0.080 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.27% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-46.67% |
YTD |
|
|
-74.19% |
1 Year |
|
|
-85.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.090 |
1M High / 1M Low: |
0.130 |
0.090 |
6M High / 6M Low: |
0.390 |
0.090 |
High (YTD): |
2024-01-04 |
0.340 |
Low (YTD): |
2024-05-24 |
0.090 |
52W High: |
2023-10-26 |
0.770 |
52W Low: |
2024-05-24 |
0.090 |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.373 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.71% |
Volatility 6M: |
|
118.80% |
Volatility 1Y: |
|
101.44% |
Volatility 3Y: |
|
- |