DZ Bank Call 160 SIE 21.03.2025
/ DE000DJ0S9Y0
DZ Bank Call 160 SIE 21.03.2025/ DE000DJ0S9Y0 /
11/09/2024 08:14:08 |
Chg.+0.02 |
Bid14:19:53 |
Ask14:19:53 |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
+1.53% |
1.39 Bid Size: 35,000 |
1.43 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: |
10.90 |
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: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.31 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
+8.13% |
3 Months |
|
|
-44.81% |
YTD |
|
|
-42.42% |
1 Year |
|
|
+64.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.58 |
1.31 |
1M High / 1M Low: |
1.80 |
1.03 |
6M High / 6M Low: |
3.63 |
0.97 |
High (YTD): |
13/05/2024 |
3.63 |
Low (YTD): |
05/08/2024 |
0.97 |
52W High: |
13/05/2024 |
3.63 |
52W Low: |
26/10/2023 |
0.36 |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.92 |
Avg. volume 1Y: |
|
97.66 |
Volatility 1M: |
|
122.64% |
Volatility 6M: |
|
136.72% |
Volatility 1Y: |
|
137.18% |
Volatility 3Y: |
|
- |