DZ Bank Put 48 SHL 19.12.2025
/ DE000DJ8EUJ9
DZ Bank Put 48 SHL 19.12.2025/ DE000DJ8EUJ9 /
2024-09-25 8:19:36 AM |
Chg.-0.030 |
Bid5:36:01 PM |
Ask5:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-6.38% |
0.370 Bid Size: 30,000 |
0.380 Ask Size: 30,000 |
SIEMENS HEALTH.AG NA... |
48.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
DJ8EUJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.09 |
Time value: |
0.44 |
Break-even: |
43.60 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-4.04 |
Rho: |
-0.27 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.82% |
1 Month |
|
|
+22.22% |
3 Months |
|
|
+37.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.390 |
1M High / 1M Low: |
0.470 |
0.310 |
6M High / 6M Low: |
0.500 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.426 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.382 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.349 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.31% |
Volatility 6M: |
|
105.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |