DZ Bank Call 150 SIE 21.03.2025
/ DE000DJ0S9W4
DZ Bank Call 150 SIE 21.03.2025/ DE000DJ0S9W4 /
| 10/07/2024 08:15:24 |
Chg.-0.29 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-8.66% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
-1.61% |
| 3 Months |
|
|
-8.93% |
| YTD |
|
|
+2.68% |
| 1 Year |
|
|
+64.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
3.19 |
| 1M High / 1M Low: |
3.43 |
2.55 |
| 6M High / 6M Low: |
4.55 |
2.16 |
| High (YTD): |
13/05/2024 |
4.55 |
| Low (YTD): |
17/01/2024 |
2.16 |
| 52W High: |
13/05/2024 |
4.55 |
| 52W Low: |
26/10/2023 |
0.58 |
| Avg. price 1W: |
|
3.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
110.83% |
| Volatility 6M: |
|
84.81% |
| Volatility 1Y: |
|
105.72% |
| Volatility 3Y: |
|
- |
