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DZ Bank Call 175 SIE 21.03.2025/  DE000DJ0S918  /

Frankfurt Zert./DZB
04/07/2024  21:34:33 Chg.+0.040 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
1.660EUR +2.47% 1.670
Bid Size: 3,500		 1.710
Ask Size: 3,500		 SIEMENS AG NA O.N. 175.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S91
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.65
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.18
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.18
Time value: 1.48
Break-even: 191.60
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.47%
Delta: 0.61
Theta: -0.03
Omega: 6.52
Rho: 0.65
 

Quote data

Open: 1.630
High: 1.700
Low: 1.630
Previous Close: 1.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.21%
1 Month  
+2.47%
3 Months
  -2.35%
YTD  
+0.61%
1 Year  
+61.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.480
1M High / 1M Low: 1.860 1.130
6M High / 6M Low: 2.650 1.060
High (YTD): 15/03/2024 2.650
Low (YTD): 17/01/2024 1.060
52W High: 15/03/2024 2.650
52W Low: 27/10/2023 0.250
Avg. price 1W:   1.584
Avg. volume 1W:   0.000
Avg. price 1M:   1.460
Avg. volume 1M:   0.000
Avg. price 6M:   1.696
Avg. volume 6M:   0.000
Avg. price 1Y:   1.243
Avg. volume 1Y:   0.000
Volatility 1M:   178.10%
Volatility 6M:   127.21%
Volatility 1Y:   142.20%
Volatility 3Y:   -