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DZ Bank Call 160 SIE 21.03.2025/  DE000DJ0S9Y0  /

Frankfurt Zert./DZB
2024-09-11  11:04:59 AM Chg.+0.070 Bid11:23:27 AM Ask11:23:27 AM Underlying Strike price Expiration date Option type
1.400EUR +5.26% 1.380
Bid Size: 35,000		 1.420
Ask Size: 35,000		 SIEMENS AG NA O.N. 160.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S9Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.90
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.24
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.24
Time value: 1.25
Break-even: 174.90
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.16
Spread %: 12.03%
Delta: 0.61
Theta: -0.04
Omega: 6.60
Rho: 0.44
 

Quote data

Open: 1.340
High: 1.470
Low: 1.340
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.39%
1 Month  
+32.08%
3 Months
  -38.33%
YTD
  -41.42%
1 Year  
+72.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.260
1M High / 1M Low: 1.810 1.030
6M High / 6M Low: 3.640 0.960
High (YTD): 2024-03-15 3.640
Low (YTD): 2024-08-07 0.960
52W High: 2024-03-15 3.640
52W Low: 2023-10-27 0.370
Avg. price 1W:   1.404
Avg. volume 1W:   0.000
Avg. price 1M:   1.458
Avg. volume 1M:   0.000
Avg. price 6M:   2.315
Avg. volume 6M:   0.000
Avg. price 1Y:   1.918
Avg. volume 1Y:   470.703
Volatility 1M:   114.89%
Volatility 6M:   132.71%
Volatility 1Y:   135.65%
Volatility 3Y:   -