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DZ Bank Put 120 SIE 21.03.2025/  DE000DJ072D0  /

Frankfurt Zert./DZB
10/07/2024  21:35:20 Chg.-0.010 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.140
Bid Size: 3,500		 0.220
Ask Size: 3,500		 SIEMENS AG NA O.N. 120.00 - 21/03/2025 Put
 

Master data

WKN: DJ072D
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 21/03/2025
Issue date: 20/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -82.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -5.33
Time value: 0.21
Break-even: 117.90
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 23.53%
Delta: -0.08
Theta: -0.01
Omega: -6.33
Rho: -0.11
 

Quote data

Open: 0.150
High: 0.170
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.67%
3 Months
  -44.00%
YTD
  -71.43%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: 0.510 0.130
High (YTD): 05/01/2024 0.570
Low (YTD): 15/05/2024 0.130
52W High: 26/10/2023 1.510
52W Low: 15/05/2024 0.130
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   .157
Avg. price 1Y:   0.584
Avg. volume 1Y:   .078
Volatility 1M:   241.27%
Volatility 6M:   138.62%
Volatility 1Y:   113.26%
Volatility 3Y:   -