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DZ Bank Put 130 SIE 21.03.2025/  DE000DJ072E8  /

EUWAX
25/06/2024  08:11:39 Chg.-0.020 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 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: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month  
+15.38%
3 Months
  -18.92%
YTD
  -55.22%
1 Year
  -71.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.330 0.210
6M High / 6M Low: 0.770 0.200
High (YTD): 05/01/2024 0.770
Low (YTD): 16/05/2024 0.200
52W High: 26/10/2023 2.050
52W Low: 16/05/2024 0.200
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.821
Avg. volume 1Y:   3.671
Volatility 1M:   166.55%
Volatility 6M:   127.86%
Volatility 1Y:   109.02%
Volatility 3Y:   -