DZ Bank Put 130 SIE 21.03.2025
/ DE000DJ072E8
DZ Bank Put 130 SIE 21.03.2025/ DE000DJ072E8 /
2024-06-11 6:04:38 PM |
Chg.0.000 |
Bid6:16:11 PM |
Ask6:16:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
0.00% |
0.250 Bid Size: 14,000 |
0.330 Ask Size: 14,000 |
SIEMENS AG NA O.N. |
130.00 - |
2025-03-21 |
Put |
Master data
WKN: |
DJ072E |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-20 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-60.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-4.44 |
Time value: |
0.29 |
Break-even: |
127.10 |
Moneyness: |
0.75 |
Premium: |
0.27 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.04 |
Spread %: |
16.00% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-6.32 |
Rho: |
-0.16 |
Quote data
Open: |
0.230 |
High: |
0.270 |
Low: |
0.230 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.17% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-28.57% |
YTD |
|
|
-61.54% |
1 Year |
|
|
-77.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.240 |
1M High / 1M Low: |
0.300 |
0.220 |
6M High / 6M Low: |
0.770 |
0.220 |
High (YTD): |
2024-01-05 |
0.770 |
Low (YTD): |
2024-05-28 |
0.220 |
52W High: |
2023-10-26 |
2.020 |
52W Low: |
2024-05-28 |
0.220 |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.249 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.425 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.849 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
141.87% |
Volatility 6M: |
|
105.42% |
Volatility 1Y: |
|
94.83% |
Volatility 3Y: |
|
- |