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: |
|
- |
