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DZ Bank Call 155 SIE 21.03.2025/  DE000DJ0S9X2  /

Frankfurt Zert./DZB
15/11/2024  21:34:49 Chg.-0.080 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
3.410EUR -2.29% 3.460
Bid Size: 3,500		 3.540
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: 5.29
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.24
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 3.24
Time value: 0.30
Break-even: 190.40
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 2.31%
Delta: 0.91
Theta: -0.03
Omega: 4.81
Rho: 0.46
 

Quote data

Open: 3.430
High: 3.600
Low: 3.380
Previous Close: 3.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.65%
1 Month  
+4.28%
3 Months  
+98.26%
YTD  
+26.77%
1 Year  
+147.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.490 2.770
1M High / 1M Low: 3.550 2.770
6M High / 6M Low: 3.550 1.280
High (YTD): 10/05/2024 4.120
Low (YTD): 07/08/2024 1.280
52W High: 10/05/2024 4.120
52W Low: 07/08/2024 1.280
Avg. price 1W:   3.156
Avg. volume 1W:   0.000
Avg. price 1M:   3.104
Avg. volume 1M:   0.000
Avg. price 6M:   2.580
Avg. volume 6M:   0.000
Avg. price 1Y:   2.641
Avg. volume 1Y:   11.765
Volatility 1M:   137.22%
Volatility 6M:   131.53%
Volatility 1Y:   112.39%
Volatility 3Y:   -