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DZ Bank Put 140 SIE 21.03.2025/  DE000DJ072F5  /

Frankfurt Zert./DZB
2024-06-11  9:35:24 PM Chg.+0.010 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.370
Bid Size: 3,500		 0.450
Ask Size: 3,500		 SIEMENS AG NA O.N. 140.00 - 2025-03-21 Put
 

Master data

WKN: DJ072F
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -43.61
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -3.44
Time value: 0.40
Break-even: 136.00
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 11.11%
Delta: -0.15
Theta: -0.02
Omega: -6.35
Rho: -0.23
 

Quote data

Open: 0.350
High: 0.400
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month  
+12.12%
3 Months
  -19.57%
YTD
  -57.47%
1 Year
  -73.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.340
1M High / 1M Low: 0.420 0.300
6M High / 6M Low: 1.040 0.300
High (YTD): 2024-01-05 1.040
Low (YTD): 2024-05-15 0.300
52W High: 2023-10-26 2.690
52W Low: 2024-05-15 0.300
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   1.159
Avg. volume 1Y:   0.000
Volatility 1M:   150.17%
Volatility 6M:   103.34%
Volatility 1Y:   91.02%
Volatility 3Y:   -