DZ Bank Put 45 SHL 20.06.2025
/ DE000DJ4NW11
DZ Bank Put 45 SHL 20.06.2025/ DE000DJ4NW11 /
| 2024-11-14 8:24:39 AM |
Chg.+0.020 |
Bid2:25:57 PM |
Ask2:25:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.180
Bid Size: 150,000 |
0.190
Ask Size: 150,000 |
SIEMENS HEALTH.AG NA... |
45.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ4NW1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.48 |
| Time value: |
0.21 |
| Break-even: |
42.90 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-6.25 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-13.04% |
| 1 Year |
|
|
-50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.270 |
0.130 |
| 6M High / 6M Low: |
0.280 |
0.120 |
| High (YTD): |
2024-01-25 |
0.300 |
| Low (YTD): |
2024-09-30 |
0.120 |
| 52W High: |
2023-11-16 |
0.400 |
| 52W Low: |
2024-09-30 |
0.120 |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.207 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
185.57% |
| Volatility 6M: |
|
152.19% |
| Volatility 1Y: |
|
132.31% |
| Volatility 3Y: |
|
- |
