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DZ Bank Put 150 SIE 21.03.2025/  DE000DJ072G3  /

EUWAX
2024-06-05  8:13:49 AM Chg.+0.040 Bid9:22:02 AM Ask9:22:02 AM Underlying Strike price Expiration date Option type
0.500EUR +8.70% 0.520
Bid Size: 35,000		 0.530
Ask Size: 35,000		 SIEMENS AG NA O.N. 150.00 - 2025-03-21 Put
 

Master data

WKN: DJ072G
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.93
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -2.82
Time value: 0.51
Break-even: 144.90
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 8.51%
Delta: -0.18
Theta: -0.02
Omega: -6.32
Rho: -0.30
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -12.28%
3 Months
  -19.35%
YTD
  -56.14%
1 Year
  -72.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.460
1M High / 1M Low: 0.570 0.370
6M High / 6M Low: 1.410 0.370
High (YTD): 2024-01-05 1.350
Low (YTD): 2024-05-16 0.370
52W High: 2023-10-26 3.440
52W Low: 2024-05-16 0.370
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   0.816
Avg. volume 6M:   0.000
Avg. price 1Y:   1.519
Avg. volume 1Y:   0.000
Volatility 1M:   178.92%
Volatility 6M:   112.65%
Volatility 1Y:   96.57%
Volatility 3Y:   -