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DZ Bank Call 165 SIE 21.03.2025/  DE000DJ0S9Z7  /

Frankfurt Zert./DZB
10/18/2024  9:34:31 PM Chg.+0.100 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
2.560EUR +4.07% 2.570
Bid Size: 3,500		 2.610
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: 7.37
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 1.93
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 1.93
Time value: 0.57
Break-even: 190.00
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.63%
Delta: 0.80
Theta: -0.04
Omega: 5.92
Rho: 0.52
 

Quote data

Open: 2.450
High: 2.640
Low: 2.450
Previous Close: 2.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.76%
1 Month  
+103.17%
3 Months  
+45.45%
YTD  
+19.07%
1 Year  
+401.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.660 2.330
1M High / 1M Low: 2.660 1.250
6M High / 6M Low: 3.330 0.830
High (YTD): 5/10/2024 3.330
Low (YTD): 8/7/2024 0.830
52W High: 5/10/2024 3.330
52W Low: 10/27/2023 0.320
Avg. price 1W:   2.488
Avg. volume 1W:   0.000
Avg. price 1M:   2.113
Avg. volume 1M:   0.000
Avg. price 6M:   1.939
Avg. volume 6M:   0.000
Avg. price 1Y:   1.849
Avg. volume 1Y:   0.000
Volatility 1M:   184.80%
Volatility 6M:   152.01%
Volatility 1Y:   138.37%
Volatility 3Y:   -