DZ Bank Put 130 SIE 21.03.2025
/ DE000DJ072E8
DZ Bank Put 130 SIE 21.03.2025/ DE000DJ072E8 /
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: |
|
- |