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DZ Bank Put 120 SIE 21.03.2025/  DE000DJ072D0  /

EUWAX
06/08/2024  08:09:46 Chg.-0.030 Bid06/08/2024 Ask06/08/2024 Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.300
Bid Size: 14,000		 -
Ask Size: -		 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: -47.82
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -3.78
Time value: 0.33
Break-even: 116.70
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 13.79%
Delta: -0.12
Theta: -0.02
Omega: -5.97
Rho: -0.14
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.89%
1 Month  
+114.29%
3 Months  
+42.86%
YTD
  -41.18%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.170
1M High / 1M Low: 0.330 0.110
6M High / 6M Low: 0.400 0.110
High (YTD): 05/01/2024 0.570
Low (YTD): 15/07/2024 0.110
52W High: 26/10/2023 1.530
52W Low: 15/07/2024 0.110
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.534
Avg. volume 1Y:   0.000
Volatility 1M:   265.35%
Volatility 6M:   191.44%
Volatility 1Y:   149.23%
Volatility 3Y:   -