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DZ Bank Put 160 SIE 21.06.2024/  DE000DJ1U5V9  /

EUWAX
2024-05-27  8:03:40 AM Chg.-0.040 Bid12:24:30 PM Ask12:24:30 PM Underlying Strike price Expiration date Option type
0.020EUR -66.67% 0.042
Bid Size: 35,000		 0.062
Ask Size: 35,000		 SIEMENS AG NA O.N. 160.00 - 2024-06-21 Put
 

Master data

WKN: DJ1U5V
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -201.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -1.73
Time value: 0.09
Break-even: 159.12
Moneyness: 0.90
Premium: 0.10
Premium p.a.: 3.16
Spread abs.: 0.04
Spread %: 83.33%
Delta: -0.11
Theta: -0.06
Omega: -22.28
Rho: -0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -90.00%
3 Months
  -93.10%
YTD
  -97.59%
1 Year
  -98.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.040
1M High / 1M Low: 0.160 0.040
6M High / 6M Low: 1.730 0.040
High (YTD): 2024-01-17 1.180
Low (YTD): 2024-05-23 0.040
52W High: 2023-10-26 4.150
52W Low: 2024-05-23 0.040
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   1.524
Avg. volume 1Y:   0.000
Volatility 1M:   375.36%
Volatility 6M:   224.74%
Volatility 1Y:   173.72%
Volatility 3Y:   -