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DZ Bank Put 120 SIE 21.03.2025/  DE000DJ072D0  /

EUWAX
2024-05-27  8:12:43 AM Chg.-0.010 Bid5:35:07 PM Ask5:35:07 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.140
Bid Size: 14,000		 0.220
Ask Size: 14,000		 SIEMENS AG NA O.N. 120.00 - 2025-03-21 Put
 

Master data

WKN: DJ072D
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -77.09
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -5.73
Time value: 0.23
Break-even: 117.70
Moneyness: 0.68
Premium: 0.34
Premium p.a.: 0.43
Spread abs.: 0.08
Spread %: 53.33%
Delta: -0.08
Theta: -0.01
Omega: -5.84
Rho: -0.13
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -41.67%
3 Months
  -50.00%
YTD
  -72.55%
1 Year
  -84.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 0.680 0.110
High (YTD): 2024-01-05 0.570
Low (YTD): 2024-05-16 0.110
52W High: 2023-10-26 1.530
52W Low: 2024-05-16 0.110
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.348
Avg. volume 6M:   0.000
Avg. price 1Y:   0.673
Avg. volume 1Y:   0.000
Volatility 1M:   286.27%
Volatility 6M:   140.78%
Volatility 1Y:   116.05%
Volatility 3Y:   -