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DZ Bank Call 150 SIE 21.03.2025/  DE000DJ0S9W4  /

Frankfurt Zert./DZB
02/08/2024  21:35:22 Chg.-0.320 Bid21:58:12 Ask21:58:12 Underlying Strike price Expiration date Option type
1.910EUR -14.35% 1.890
Bid Size: 3,500		 1.930
Ask Size: 3,500		 SIEMENS AG NA O.N. 150.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S9W
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.18
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 0.78
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.78
Time value: 1.15
Break-even: 169.30
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.12%
Delta: 0.67
Theta: -0.04
Omega: 5.51
Rho: 0.55
 

Quote data

Open: 2.110
High: 2.110
Low: 1.800
Previous Close: 2.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.10%
1 Month
  -43.99%
3 Months
  -47.09%
YTD
  -37.38%
1 Year
  -5.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.670 1.910
1M High / 1M Low: 3.930 1.910
6M High / 6M Low: 4.540 1.910
High (YTD): 10/05/2024 4.540
Low (YTD): 02/08/2024 1.910
52W High: 10/05/2024 4.540
52W Low: 27/10/2023 0.590
Avg. price 1W:   2.410
Avg. volume 1W:   0.000
Avg. price 1M:   3.020
Avg. volume 1M:   0.000
Avg. price 6M:   3.360
Avg. volume 6M:   0.000
Avg. price 1Y:   2.514
Avg. volume 1Y:   0.000
Volatility 1M:   133.37%
Volatility 6M:   102.90%
Volatility 1Y:   111.27%
Volatility 3Y:   -