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DZ Bank Put 140 SIE 21.03.2025/  DE000DJ072F5  /

EUWAX
2024-08-05  8:08:48 AM Chg.+0.300 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.830EUR +56.60% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 140.00 - 2025-03-21 Put
 

Master data

WKN: DJ072F
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.32
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -1.78
Time value: 0.74
Break-even: 132.60
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 5.71%
Delta: -0.25
Theta: -0.03
Omega: -5.40
Rho: -0.30
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+107.50%
1 Month  
+151.52%
3 Months  
+97.62%
YTD
  -6.74%
1 Year
  -45.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.530 0.260
6M High / 6M Low: 0.790 0.260
High (YTD): 2024-01-05 1.040
Low (YTD): 2024-07-15 0.260
52W High: 2023-10-26 2.720
52W Low: 2024-07-15 0.260
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   0.997
Avg. volume 1Y:   0.000
Volatility 1M:   198.93%
Volatility 6M:   144.16%
Volatility 1Y:   118.37%
Volatility 3Y:   -