OverviewChartNewsTraderScreen

DZ Bank Put 220 ALV 21.03.2025/  DE000DJ06CZ0  /

Frankfurt Zert./DZB
2024-06-05  9:34:55 PM Chg.-0.010 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.400
Bid Size: 3,000		 0.440
Ask Size: 3,000		 ALLIANZ SE NA O.N. 220.00 - 2025-03-21 Put
 

Master data

WKN: DJ06CZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -58.22
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -4.20
Time value: 0.45
Break-even: 215.50
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 9.76%
Delta: -0.14
Theta: -0.02
Omega: -8.33
Rho: -0.33
 

Quote data

Open: 0.410
High: 0.430
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month
  -18.37%
3 Months
  -49.37%
YTD
  -68.99%
1 Year
  -84.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.490 0.360
6M High / 6M Low: 1.370 0.360
High (YTD): 2024-01-03 1.310
Low (YTD): 2024-06-03 0.360
52W High: 2023-07-07 2.810
52W Low: 2024-06-03 0.360
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   0.000
Avg. price 1Y:   1.495
Avg. volume 1Y:   0.000
Volatility 1M:   89.23%
Volatility 6M:   96.76%
Volatility 1Y:   82.25%
Volatility 3Y:   -