DZ Bank Call 150 SIE 21.03.2025
/ DE000DJ0S9W4
DZ Bank Call 150 SIE 21.03.2025/ DE000DJ0S9W4 /
| 2024-08-05 8:20:52 AM |
Chg.-0.48 |
Bid7:42:39 PM |
Ask7:42:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-23.53% |
1.71
Bid Size: 14,000 |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| 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: |
0.54 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-54.25% |
| 3 Months |
|
|
-55.17% |
| YTD |
|
|
-47.65% |
| 1 Year |
|
|
-24.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.04 |
| 1M High / 1M Low: |
3.84 |
2.04 |
| 6M High / 6M Low: |
4.55 |
2.04 |
| High (YTD): |
2024-05-13 |
4.55 |
| Low (YTD): |
2024-08-02 |
2.04 |
| 52W High: |
2024-05-13 |
4.55 |
| 52W Low: |
2023-10-26 |
0.58 |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
129.18% |
| Volatility 6M: |
|
95.48% |
| Volatility 1Y: |
|
109.06% |
| Volatility 3Y: |
|
- |
