DZ Bank Call 160 SIE 21.03.2025
/ DE000DJ0S9Y0
DZ Bank Call 160 SIE 21.03.2025/ DE000DJ0S9Y0 /
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: |
|
- |