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DZ Bank Put 150 SIE 21.03.2025/  DE000DJ072G3  /

EUWAX
2024-05-27  8:12:43 AM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% -
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: -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: 0.490
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.04%
1 Month
  -23.44%
3 Months
  -27.94%
YTD
  -57.02%
1 Year
  -74.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.520
1M High / 1M Low: 0.580 0.370
6M High / 6M Low: 1.690 0.370
High (YTD): 2024-01-05 1.350
Low (YTD): 2024-05-16 0.370
52W High: 2023-10-26 3.440
52W Low: 2024-05-16 0.370
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   0.871
Avg. volume 6M:   0.000
Avg. price 1Y:   1.555
Avg. volume 1Y:   0.000
Volatility 1M:   182.17%
Volatility 6M:   111.53%
Volatility 1Y:   96.58%
Volatility 3Y:   -