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DZ Bank Put 140 SIE 21.03.2025/  DE000DJ072F5  /

EUWAX
6/25/2024  8:11:39 AM Chg.-0.030 Bid6:48:48 PM Ask6:48:48 PM Underlying Strike price Expiration date Option type
0.440EUR -6.38% 0.470
Bid Size: 14,000		 0.510
Ask Size: 14,000		 SIEMENS AG NA O.N. 140.00 - 3/21/2025 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: 3/21/2025
Issue date: 4/20/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.21
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -3.10
Time value: 0.50
Break-even: 135.00
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.30
Spread abs.: 0.08
Spread %: 19.05%
Delta: -0.17
Theta: -0.02
Omega: -5.84
Rho: -0.25
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+18.92%
3 Months
  -12.00%
YTD
  -50.56%
1 Year
  -67.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.500 0.310
6M High / 6M Low: 1.040 0.280
High (YTD): 1/5/2024 1.040
Low (YTD): 5/16/2024 0.280
52W High: 10/26/2023 2.720
52W Low: 5/16/2024 0.280
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.552
Avg. volume 6M:   0.000
Avg. price 1Y:   1.126
Avg. volume 1Y:   0.000
Volatility 1M:   172.90%
Volatility 6M:   126.09%
Volatility 1Y:   105.89%
Volatility 3Y:   -