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DZ Bank Put 120 SIE 21.03.2025/  DE000DJ072D0  /

EUWAX
2024-06-05  8:13:49 AM Chg.+0.010 Bid11:19:41 AM Ask11:19:41 AM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.170
Bid Size: 35,000		 0.190
Ask Size: 35,000		 SIEMENS AG NA O.N. 120.00 - 2025-03-21 Put
 

Master data

WKN: DJ072D
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -75.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -5.43
Time value: 0.23
Break-even: 117.70
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.43
Spread abs.: 0.08
Spread %: 53.33%
Delta: -0.08
Theta: -0.01
Omega: -5.99
Rho: -0.13
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -31.82%
3 Months
  -42.31%
YTD
  -70.59%
1 Year
  -82.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 0.580 0.110
High (YTD): 2024-01-05 0.570
Low (YTD): 2024-05-16 0.110
52W High: 2023-10-26 1.530
52W Low: 2024-05-16 0.110
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   0.653
Avg. volume 1Y:   0.000
Volatility 1M:   283.28%
Volatility 6M:   143.98%
Volatility 1Y:   117.51%
Volatility 3Y:   -