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DZ Bank Put 120 SIE 21.03.2025/  DE000DJ072D0  /

EUWAX
7/10/2024  8:13:15 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 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: -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: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -11.76%
3 Months
  -40.00%
YTD
  -70.59%
1 Year
  -84.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: 0.520 0.110
High (YTD): 1/5/2024 0.570
Low (YTD): 5/16/2024 0.110
52W High: 10/26/2023 1.530
52W Low: 5/16/2024 0.110
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   0.587
Avg. volume 1Y:   0.000
Volatility 1M:   203.39%
Volatility 6M:   162.92%
Volatility 1Y:   129.59%
Volatility 3Y:   -