DZ Bank Put 130 SIE 21.03.2025/  DE000DJ072E8  /

Frankfurt Zert./DZB
25/06/2024  10:04:43 Chg.+0.030 Bid10:25:40 Ask10:25:40 Underlying Strike price Expiration date Option type
0.310EUR +10.71% 0.300
Bid Size: 35,000
0.310
Ask Size: 35,000
SIEMENS AG NA O.N. 130.00 - 21/03/2025 Put
 

Master data

WKN: DJ072E
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 21/03/2025
Issue date: 20/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -47.51
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -4.10
Time value: 0.36
Break-even: 126.40
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 28.57%
Delta: -0.12
Theta: -0.02
Omega: -5.89
Rho: -0.18
 

Quote data

Open: 0.300
High: 0.320
Low: 0.300
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month  
+24.00%
3 Months
  -3.13%
YTD
  -52.31%
1 Year
  -70.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.340 0.210
6M High / 6M Low: 0.770 0.210
High (YTD): 05/01/2024 0.770
Low (YTD): 12/06/2024 0.210
52W High: 26/10/2023 2.020
52W Low: 12/06/2024 0.210
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   0.820
Avg. volume 1Y:   0.000
Volatility 1M:   170.17%
Volatility 6M:   121.63%
Volatility 1Y:   103.90%
Volatility 3Y:   -