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DZ Bank Put 220 ALV 21.03.2025/  DE000DJ06CZ0  /

EUWAX
2024-06-06  8:09:17 AM Chg.-0.010 Bid9:30:11 AM Ask9:30:11 AM Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.410
Bid Size: 30,000		 0.430
Ask Size: 30,000		 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: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -28.57%
3 Months
  -49.37%
YTD
  -69.92%
1 Year
  -85.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.560 0.350
6M High / 6M Low: 1.370 0.350
High (YTD): 2024-01-03 1.310
Low (YTD): 2024-06-03 0.350
52W High: 2023-07-06 2.840
52W Low: 2024-06-03 0.350
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.835
Avg. volume 6M:   0.000
Avg. price 1Y:   1.497
Avg. volume 1Y:   0.000
Volatility 1M:   117.61%
Volatility 6M:   100.83%
Volatility 1Y:   85.11%
Volatility 3Y:   -