DZ Bank Put 90 SIE 21.03.2025
/ DE000DJ072A6
DZ Bank Put 90 SIE 21.03.2025/ DE000DJ072A6 /
2024-11-15 9:34:35 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 3,500 |
0.081 Ask Size: 3,500 |
SIEMENS AG NA O.N. |
90.00 - |
2025-03-21 |
Put |
Master data
WKN: |
DJ072A |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-20 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-231.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.23 |
Parity: |
-9.74 |
Time value: |
0.08 |
Break-even: |
89.19 |
Moneyness: |
0.48 |
Premium: |
0.52 |
Premium p.a.: |
2.42 |
Spread abs.: |
0.08 |
Spread %: |
8,000.00% |
Delta: |
-0.02 |
Theta: |
-0.02 |
Omega: |
-5.46 |
Rho: |
-0.02 |
Quote data
Open: |
0.001 |
High: |
0.007 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-94.74% |
3 Months |
|
|
-97.50% |
YTD |
|
|
-99.55% |
1 Year |
|
|
-99.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.019 |
0.001 |
6M High / 6M Low: |
0.090 |
0.001 |
High (YTD): |
2024-01-04 |
0.230 |
Low (YTD): |
2024-11-15 |
0.001 |
52W High: |
2023-11-30 |
0.280 |
52W Low: |
2024-11-15 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.031 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.080 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
513.82% |
Volatility 6M: |
|
332.84% |
Volatility 1Y: |
|
253.98% |
Volatility 3Y: |
|
- |