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DZ Bank Call 160 SIE 21.03.2025/  DE000DJ0S9Y0  /

Frankfurt Zert./DZB
18/09/2024  14:35:22 Chg.+0.020 Bid14:58:51 Ask14:58:51 Underlying Strike price Expiration date Option type
1.500EUR +1.35% 1.500
Bid Size: 35,000		 1.540
Ask Size: 35,000		 SIEMENS AG NA O.N. 160.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.14
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.64
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 0.64
Time value: 1.00
Break-even: 176.40
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.16
Spread %: 10.81%
Delta: 0.66
Theta: -0.04
Omega: 6.68
Rho: 0.47
 

Quote data

Open: 1.480
High: 1.540
Low: 1.480
Previous Close: 1.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+12.78%
3 Months
  -23.47%
YTD
  -37.24%
1 Year  
+80.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.290
1M High / 1M Low: 1.810 1.260
6M High / 6M Low: 3.620 0.960
High (YTD): 15/03/2024 3.640
Low (YTD): 07/08/2024 0.960
52W High: 15/03/2024 3.640
52W Low: 27/10/2023 0.370
Avg. price 1W:   1.370
Avg. volume 1W:   0.000
Avg. price 1M:   1.500
Avg. volume 1M:   0.000
Avg. price 6M:   2.234
Avg. volume 6M:   0.000
Avg. price 1Y:   1.930
Avg. volume 1Y:   470.703
Volatility 1M:   110.26%
Volatility 6M:   134.11%
Volatility 1Y:   135.66%
Volatility 3Y:   -