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DZ Bank Put 120 SIE 21.03.2025/  DE000DJ072D0  /

Frankfurt Zert./DZB
9/11/2024  9:34:58 PM Chg.0.000 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.190
Bid Size: 3,500		 0.230
Ask Size: 3,500		 SIEMENS AG NA O.N. 120.00 - 3/21/2025 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: 3/21/2025
Issue date: 4/20/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -70.59
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -4.24
Time value: 0.23
Break-even: 117.70
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.59
Spread abs.: 0.04
Spread %: 21.05%
Delta: -0.10
Theta: -0.02
Omega: -6.84
Rho: -0.09
 

Quote data

Open: 0.190
High: 0.220
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -24.00%
3 Months  
+18.75%
YTD
  -61.22%
1 Year
  -80.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: 0.340 0.110
High (YTD): 1/5/2024 0.570
Low (YTD): 7/12/2024 0.110
52W High: 10/26/2023 1.510
52W Low: 7/12/2024 0.110
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   0.448
Avg. volume 1Y:   .078
Volatility 1M:   156.14%
Volatility 6M:   177.16%
Volatility 1Y:   139.81%
Volatility 3Y:   -