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: |
|
- |