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DZ Bank Call 165 SIE 21.03.2025/  DE000DJ0S9Z7  /

Frankfurt Zert./DZB
6/28/2024  9:34:38 PM Chg.-0.020 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
2.080EUR -0.95% 2.100
Bid Size: 3,500		 2.140
Ask Size: 3,500		 SIEMENS AG NA O.N. 165.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S9Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.11
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 0.85
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.85
Time value: 1.29
Break-even: 186.40
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.90%
Delta: 0.68
Theta: -0.03
Omega: 5.52
Rho: 0.71
 

Quote data

Open: 2.150
High: 2.240
Low: 2.060
Previous Close: 2.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.54%
1 Month
  -9.96%
3 Months
  -18.43%
YTD
  -3.26%
1 Year  
+30.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.790
1M High / 1M Low: 2.500 1.600
6M High / 6M Low: 3.330 1.440
High (YTD): 5/10/2024 3.330
Low (YTD): 1/17/2024 1.440
52W High: 5/10/2024 3.330
52W Low: 10/27/2023 0.320
Avg. price 1W:   1.930
Avg. volume 1W:   0.000
Avg. price 1M:   2.038
Avg. volume 1M:   0.000
Avg. price 6M:   2.241
Avg. volume 6M:   0.000
Avg. price 1Y:   1.625
Avg. volume 1Y:   0.000
Volatility 1M:   144.68%
Volatility 6M:   111.90%
Volatility 1Y:   125.94%
Volatility 3Y:   -