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DZ Bank Put 140 SIE 21.03.2025/  DE000DJ072F5  /

EUWAX
2024-05-27  8:12:43 AM Chg.-0.010 Bid3:42:58 PM Ask3:42:58 PM Underlying Strike price Expiration date Option type
0.360EUR -2.70% 0.350
Bid Size: 35,000		 0.360
Ask Size: 35,000		 SIEMENS AG NA O.N. 140.00 - 2025-03-21 Put
 

Master data

WKN: DJ072F
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -44.32
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -3.73
Time value: 0.40
Break-even: 136.00
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 11.11%
Delta: -0.14
Theta: -0.02
Omega: -6.13
Rho: -0.23
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -21.74%
3 Months
  -29.41%
YTD
  -59.55%
1 Year
  -76.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: 1.280 0.280
High (YTD): 2024-01-05 1.040
Low (YTD): 2024-05-16 0.280
52W High: 2023-10-26 2.720
52W Low: 2024-05-16 0.280
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   1.207
Avg. volume 1Y:   0.000
Volatility 1M:   182.24%
Volatility 6M:   110.03%
Volatility 1Y:   96.42%
Volatility 3Y:   -