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DZ Bank Put 150 ALV 21.03.2025/  DE000DJ06CS5  /

Frankfurt Zert./DZB
2024-05-16  11:35:00 AM Chg.+0.020 Bid11:42:07 AM Ask11:42:07 AM Underlying Strike price Expiration date Option type
0.090EUR +28.57% 0.090
Bid Size: 30,000		 0.120
Ask Size: 30,000		 ALLIANZ SE NA O.N. 150.00 - 2025-03-21 Put
 

Master data

WKN: DJ06CS
Issuer: DZ Bank AG
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -202.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -11.33
Time value: 0.13
Break-even: 148.70
Moneyness: 0.57
Premium: 0.44
Premium p.a.: 0.53
Spread abs.: 0.06
Spread %: 85.71%
Delta: -0.03
Theta: -0.01
Omega: -6.36
Rho: -0.08
 

Quote data

Open: 0.070
High: 0.090
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -40.00%
3 Months
  -55.00%
YTD
  -62.50%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.070
1M High / 1M Low: 0.150 0.070
6M High / 6M Low: 0.330 0.070
High (YTD): 2024-01-11 0.240
Low (YTD): 2024-05-15 0.070
52W High: 2023-05-31 0.780
52W Low: 2024-05-15 0.070
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.331
Avg. volume 1Y:   0.000
Volatility 1M:   150.30%
Volatility 6M:   104.81%
Volatility 1Y:   90.37%
Volatility 3Y:   -