DZ Bank Call 165 SIE 21.03.2025
/ DE000DJ0S9Z7
DZ Bank Call 165 SIE 21.03.2025/ DE000DJ0S9Z7 /
| 8/5/2024 8:20:52 AM |
Chg.-0.35 |
Bid9:26:55 PM |
Ask9:26:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.86EUR |
-28.93% |
0.91
Bid Size: 14,000 |
-
Ask Size: - |
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: |
13.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.72 |
| Time value: |
1.14 |
| Break-even: |
176.40 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
3.64% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
6.90 |
| Rho: |
0.42 |
Quote data
| Open: |
0.86 |
| High: |
0.86 |
| Low: |
0.86 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-62.28% |
| 3 Months |
|
|
-64.17% |
| YTD |
|
|
-58.85% |
| 1 Year |
|
|
-36.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.21 |
| 1M High / 1M Low: |
2.63 |
1.21 |
| 6M High / 6M Low: |
3.34 |
1.21 |
| High (YTD): |
5/13/2024 |
3.34 |
| Low (YTD): |
8/2/2024 |
1.21 |
| 52W High: |
5/13/2024 |
3.34 |
| 52W Low: |
10/26/2023 |
0.32 |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.68 |
| Avg. volume 1Y: |
|
15.75 |
| Volatility 1M: |
|
155.66% |
| Volatility 6M: |
|
116.80% |
| Volatility 1Y: |
|
132.84% |
| Volatility 3Y: |
|
- |
