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DZ Bank Put 110 SIE 21.03.2025/  DE000DJ072C2  /

EUWAX
2024-05-06  8:12:26 AM Chg.0.000 Bid2:29:40 PM Ask2:29:40 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.170
Bid Size: 35,000		 0.190
Ask Size: 35,000		 SIEMENS AG NA O.N. 110.00 - 2025-03-21 Put
 

Master data

WKN: DJ072C
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -77.23
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -6.76
Time value: 0.23
Break-even: 107.70
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 0.46
Spread abs.: 0.08
Spread %: 53.33%
Delta: -0.06
Theta: -0.01
Omega: -5.02
Rho: -0.12
 

Quote data

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

Performance

1 Week  
+7.14%
1 Month
  -11.76%
3 Months
  -50.00%
YTD
  -62.50%
1 Year
  -82.14%
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.190 0.140
6M High / 6M Low: 0.820 0.140
High (YTD): 2024-01-05 0.430
Low (YTD): 2024-05-02 0.140
52W High: 2023-10-26 1.100
52W Low: 2024-05-02 0.140
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   0.537
Avg. volume 1Y:   0.000
Volatility 1M:   79.68%
Volatility 6M:   118.66%
Volatility 1Y:   100.78%
Volatility 3Y:   -