DZ Bank Call 155 SIE 21.03.2025
/ DE000DJ0S9X2
DZ Bank Call 155 SIE 21.03.2025/ DE000DJ0S9X2 /
| 9/11/2024 8:14:08 AM |
Chg.+0.03 |
Bid2:20:15 PM |
Ask2:20:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+1.79% |
1.72
Bid Size: 35,000 |
1.73
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
155.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.74 |
| Time value: |
1.01 |
| Break-even: |
172.50 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.34% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
6.22 |
| Rho: |
0.48 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.47% |
| 1 Month |
|
|
+6.88% |
| 3 Months |
|
|
-39.79% |
| YTD |
|
|
-34.48% |
| 1 Year |
|
|
+61.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.68 |
| 1M High / 1M Low: |
2.23 |
1.37 |
| 6M High / 6M Low: |
4.13 |
1.29 |
| High (YTD): |
5/13/2024 |
4.13 |
| Low (YTD): |
8/5/2024 |
1.29 |
| 52W High: |
5/13/2024 |
4.13 |
| 52W Low: |
10/26/2023 |
0.45 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.84% |
| Volatility 6M: |
|
118.57% |
| Volatility 1Y: |
|
122.65% |
| Volatility 3Y: |
|
- |
