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DZ Bank Put 110 SIE 21.03.2025/  DE000DJ072C2  /

Frankfurt Zert./DZB
2024-06-05  7:34:47 PM Chg.-0.010 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 14,000		 0.190
Ask Size: 14,000		 SIEMENS AG NA O.N. 110.00 - 2025-03-21 Put
 

Master data

WKN: DJ072C
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -87.14
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.23
Parity: -6.43
Time value: 0.20
Break-even: 108.00
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 0.50
Spread abs.: 0.08
Spread %: 66.67%
Delta: -0.06
Theta: -0.01
Omega: -5.48
Rho: -0.10
 

Quote data

Open: 0.110
High: 0.140
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -26.67%
3 Months
  -38.89%
YTD
  -71.79%
1 Year
  -83.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.140 0.100
6M High / 6M Low: 0.440 0.100
High (YTD): 2024-01-05 0.430
Low (YTD): 2024-05-27 0.100
52W High: 2023-10-26 1.090
52W Low: 2024-05-27 0.100
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.483
Avg. volume 1Y:   0.000
Volatility 1M:   128.16%
Volatility 6M:   104.88%
Volatility 1Y:   92.88%
Volatility 3Y:   -