OverviewChartNewsTraderScreen

DZ Bank Call 150 SIE 21.03.2025/  DE000DJ0S9W4  /

Frankfurt Zert./DZB
7/10/2024  4:35:23 PM Chg.+0.250 Bid4:39:28 PM Ask4:39:28 PM Underlying Strike price Expiration date Option type
3.310EUR +8.17% 3.300
Bid Size: 35,000		 3.310
Ask Size: 35,000		 SIEMENS AG NA O.N. 150.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.61
Leverage: Yes

Calculated values

Fair value: 3.02
Intrinsic value: 2.33
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 2.33
Time value: 0.76
Break-even: 180.90
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.31%
Delta: 0.82
Theta: -0.03
Omega: 4.60
Rho: 0.77
 

Quote data

Open: 3.060
High: 3.310
Low: 3.060
Previous Close: 3.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.19%
1 Month  
+2.80%
3 Months
  -2.36%
YTD  
+8.52%
1 Year  
+77.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.410 3.060
1M High / 1M Low: 3.460 2.530
6M High / 6M Low: 4.540 2.190
High (YTD): 5/10/2024 4.540
Low (YTD): 1/17/2024 2.190
52W High: 5/10/2024 4.540
52W Low: 10/27/2023 0.590
Avg. price 1W:   3.316
Avg. volume 1W:   0.000
Avg. price 1M:   3.047
Avg. volume 1M:   0.000
Avg. price 6M:   3.292
Avg. volume 6M:   0.000
Avg. price 1Y:   2.453
Avg. volume 1Y:   0.000
Volatility 1M:   121.36%
Volatility 6M:   91.99%
Volatility 1Y:   107.17%
Volatility 3Y:   -