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DZ Bank Put 160 SIE 20.12.2024/  DE000DJ1U5X5  /

EUWAX
2024-11-15  8:03:44 AM Chg.-0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.040EUR -66.67% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 160.00 - 2024-12-20 Put
 

Master data

WKN: DJ1U5X
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-05-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -170.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -2.74
Time value: 0.11
Break-even: 158.90
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 3.57
Spread abs.: 0.08
Spread %: 266.67%
Delta: -0.09
Theta: -0.06
Omega: -15.87
Rho: -0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -81.82%
3 Months
  -94.52%
YTD
  -96.90%
1 Year
  -98.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.040
1M High / 1M Low: 0.260 0.040
6M High / 6M Low: 1.520 0.040
High (YTD): 2024-01-17 1.590
Low (YTD): 2024-11-15 0.040
52W High: 2023-11-16 2.240
52W Low: 2024-11-15 0.040
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.503
Avg. volume 6M:   0.000
Avg. price 1Y:   0.782
Avg. volume 1Y:   0.000
Volatility 1M:   414.80%
Volatility 6M:   274.21%
Volatility 1Y:   207.14%
Volatility 3Y:   -