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DZ Bank Put 130 SIE 21.03.2025/  DE000DJ072E8  /

EUWAX
9/26/2024  8:11:09 AM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 130.00 - 3/21/2025 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: 3/21/2025
Issue date: 4/20/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -75.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -4.25
Time value: 0.23
Break-even: 127.70
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 21.05%
Delta: -0.10
Theta: -0.02
Omega: -7.37
Rho: -0.09
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -30.77%
3 Months
  -43.75%
YTD
  -73.13%
1 Year
  -88.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 0.540 0.190
High (YTD): 1/5/2024 0.770
Low (YTD): 7/17/2024 0.190
52W High: 10/26/2023 2.050
52W Low: 7/17/2024 0.190
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   1.219
Volatility 1M:   132.95%
Volatility 6M:   170.66%
Volatility 1Y:   139.79%
Volatility 3Y:   -