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DZ Bank Call 155 SIE 21.03.2025/  DE000DJ0S9X2  /

Frankfurt Zert./DZB
10/07/2024  21:35:12 Chg.+0.260 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
2.930EUR +9.74% 2.940
Bid Size: 3,500		 2.980
Ask Size: 3,500		 SIEMENS AG NA O.N. 155.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S9X
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.39
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 1.83
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 1.83
Time value: 0.88
Break-even: 182.10
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.50%
Delta: 0.78
Theta: -0.03
Omega: 4.98
Rho: 0.75
 

Quote data

Open: 2.680
High: 2.930
Low: 2.670
Previous Close: 2.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.68%
1 Month  
+3.53%
3 Months
  -2.66%
YTD  
+8.92%
1 Year  
+77.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.010 2.670
1M High / 1M Low: 3.070 2.190
6M High / 6M Low: 4.120 1.860
High (YTD): 10/05/2024 4.120
Low (YTD): 17/01/2024 1.860
52W High: 10/05/2024 4.120
52W Low: 26/10/2023 0.460
Avg. price 1W:   2.918
Avg. volume 1W:   0.000
Avg. price 1M:   2.672
Avg. volume 1M:   0.000
Avg. price 6M:   2.911
Avg. volume 6M:   23.622
Avg. price 1Y:   2.150
Avg. volume 1Y:   23.438
Volatility 1M:   131.40%
Volatility 6M:   99.18%
Volatility 1Y:   116.51%
Volatility 3Y:   -