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DZ Bank Put 150 SIE 21.03.2025/  DE000DJ072G3  /

Frankfurt Zert./DZB
27/05/2024  19:34:25 Chg.-0.030 Bid19:45:58 Ask19:45:58 Underlying Strike price Expiration date Option type
0.460EUR -6.12% 0.470
Bid Size: 14,000		 0.510
Ask Size: 14,000		 SIEMENS AG NA O.N. 150.00 - 21/03/2025 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: 21/03/2025
Issue date: 20/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.45
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -2.73
Time value: 0.53
Break-even: 144.70
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 8.16%
Delta: -0.19
Theta: -0.02
Omega: -6.21
Rho: -0.31
 

Quote data

Open: 0.490
High: 0.490
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.30%
1 Month
  -19.30%
3 Months
  -30.30%
YTD
  -58.56%
1 Year
  -75.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.490
1M High / 1M Low: 0.580 0.370
6M High / 6M Low: 1.690 0.370
High (YTD): 05/01/2024 1.350
Low (YTD): 15/05/2024 0.370
52W High: 26/10/2023 3.410
52W Low: 15/05/2024 0.370
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   0.867
Avg. volume 6M:   0.000
Avg. price 1Y:   1.552
Avg. volume 1Y:   0.000
Volatility 1M:   183.87%
Volatility 6M:   110.19%
Volatility 1Y:   94.65%
Volatility 3Y:   -