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DZ Bank Put 140 SIE 21.03.2025/  DE000DJ072F5  /

EUWAX
2024-06-05  8:13:49 AM Chg.+0.010 Bid8:55:06 AM Ask8:55:06 AM Underlying Strike price Expiration date Option type
0.350EUR +2.94% -
Bid Size: -		 -
Ask Size: -		 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: -40.53
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -3.43
Time value: 0.43
Break-even: 135.70
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 0.29
Spread abs.: 0.08
Spread %: 22.86%
Delta: -0.15
Theta: -0.02
Omega: -6.10
Rho: -0.24
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -16.67%
3 Months
  -23.91%
YTD
  -60.67%
1 Year
  -75.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: 1.060 0.280
High (YTD): 2024-01-05 1.040
Low (YTD): 2024-05-16 0.280
52W High: 2023-10-26 2.720
52W Low: 2024-05-16 0.280
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   1.178
Avg. volume 1Y:   0.000
Volatility 1M:   179.60%
Volatility 6M:   111.28%
Volatility 1Y:   96.45%
Volatility 3Y:   -