DZ Bank Call 145 SIE 21.03.2025
/ DE000DJ0S9V6
DZ Bank Call 145 SIE 21.03.2025/ DE000DJ0S9V6 /
| 2024-09-10 8:14:45 AM |
Chg.-0.11 |
Bid8:52:20 PM |
Ask8:52:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
-4.42% |
2.41
Bid Size: 14,000 |
2.45
Ask Size: 14,000 |
SIEMENS AG NA O.N. |
145.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S9V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.76 |
| Time value: |
0.70 |
| Break-even: |
169.60 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.65% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
5.17 |
| Rho: |
0.54 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.19% |
| 1 Month |
|
|
+5.31% |
| 3 Months |
|
|
-32.19% |
| YTD |
|
|
-28.31% |
| 1 Year |
|
|
+63.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.49 |
| 1M High / 1M Low: |
3.02 |
2.01 |
| 6M High / 6M Low: |
4.98 |
1.94 |
| High (YTD): |
2024-05-13 |
4.98 |
| Low (YTD): |
2024-08-05 |
1.94 |
| 52W High: |
2024-05-13 |
4.98 |
| 52W Low: |
2023-10-26 |
0.69 |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.29% |
| Volatility 6M: |
|
98.98% |
| Volatility 1Y: |
|
104.59% |
| Volatility 3Y: |
|
- |
