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DZ Bank Put 130 SIE 21.03.2025/  DE000DJ072E8  /

Frankfurt Zert./DZB
02/08/2024  21:34:56 Chg.+0.140 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.460EUR +43.75% 0.470
Bid Size: 3,500		 0.510
Ask Size: 3,500		 SIEMENS AG NA O.N. 130.00 - 21/03/2025 Put
 

Master data

WKN: DJ072E
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 21/03/2025
Issue date: 20/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -30.94
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -2.78
Time value: 0.51
Break-even: 124.90
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 8.51%
Delta: -0.18
Theta: -0.02
Omega: -5.64
Rho: -0.21
 

Quote data

Open: 0.330
High: 0.470
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+70.37%
1 Month  
+100.00%
3 Months  
+58.62%
YTD
  -29.23%
1 Year
  -59.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.260
1M High / 1M Low: 0.460 0.190
6M High / 6M Low: 0.570 0.190
High (YTD): 05/01/2024 0.770
Low (YTD): 12/07/2024 0.190
52W High: 26/10/2023 2.020
52W Low: 12/07/2024 0.190
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.723
Avg. volume 1Y:   0.000
Volatility 1M:   221.88%
Volatility 6M:   148.49%
Volatility 1Y:   121.45%
Volatility 3Y:   -