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DZ Bank Put 150 SIE 21.03.2025/  DE000DJ072G3  /

Frankfurt Zert./DZB
2024-05-13  8:34:51 AM Chg.0.000 Bid8:46:38 AM Ask8:46:38 AM Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 150.00 - 2025-03-21 Put
 

Master data

WKN: DJ072G
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -42.82
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -3.84
Time value: 0.44
Break-even: 145.60
Moneyness: 0.80
Premium: 0.23
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 10.00%
Delta: -0.14
Theta: -0.02
Omega: -6.10
Rho: -0.27
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -45.21%
3 Months
  -58.76%
YTD
  -63.96%
1 Year
  -81.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.400
1M High / 1M Low: 0.720 0.400
6M High / 6M Low: 2.510 0.400
High (YTD): 2024-01-05 1.350
Low (YTD): 2024-05-10 0.400
52W High: 2023-10-26 3.410
52W Low: 2024-05-10 0.400
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   0.981
Avg. volume 6M:   0.000
Avg. price 1Y:   1.610
Avg. volume 1Y:   0.000
Volatility 1M:   83.97%
Volatility 6M:   91.67%
Volatility 1Y:   84.01%
Volatility 3Y:   -