DZ Bank Call 160 SIE 21.03.2025
/ DE000DJ0S9Y0
DZ Bank Call 160 SIE 21.03.2025/ DE000DJ0S9Y0 /
| 2024-08-05 8:20:52 AM |
Chg.-0.43 |
Bid9:19:55 PM |
Ask9:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-30.71% |
1.07
Bid Size: 14,000 |
-
Ask Size: - |
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: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.22 |
| Time value: |
1.40 |
| Break-even: |
174.00 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.16 |
| Spread %: |
12.90% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
6.29 |
| Rho: |
0.46 |
Quote data
| Open: |
0.97 |
| High: |
0.97 |
| Low: |
0.97 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.51% |
| 1 Month |
|
|
-62.11% |
| 3 Months |
|
|
-63.53% |
| YTD |
|
|
-58.01% |
| 1 Year |
|
|
-35.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.40 |
| 1M High / 1M Low: |
2.92 |
1.40 |
| 6M High / 6M Low: |
3.63 |
1.40 |
| High (YTD): |
2024-05-13 |
3.63 |
| Low (YTD): |
2024-08-02 |
1.40 |
| 52W High: |
2024-05-13 |
3.63 |
| 52W Low: |
2023-10-26 |
0.36 |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.88 |
| Avg. volume 1Y: |
|
98.43 |
| Volatility 1M: |
|
151.84% |
| Volatility 6M: |
|
113.27% |
| Volatility 1Y: |
|
128.70% |
| Volatility 3Y: |
|
- |
