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DZ Bank Call 175 SIE 21.03.2025/  DE000DJ0S918  /

Frankfurt Zert./DZB
7/25/2024  11:04:34 AM Chg.-0.140 Bid11:19:00 AM Ask11:19:00 AM Underlying Strike price Expiration date Option type
1.090EUR -11.38% 1.100
Bid Size: 35,000		 1.110
Ask Size: 35,000		 SIEMENS AG NA O.N. 175.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.50
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -0.36
Time value: 1.27
Break-even: 187.70
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 3.25%
Delta: 0.54
Theta: -0.03
Omega: 7.33
Rho: 0.53
 

Quote data

Open: 1.210
High: 1.210
Low: 1.070
Previous Close: 1.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.38%
1 Month
  -18.05%
3 Months
  -37.36%
YTD
  -33.94%
1 Year
  -6.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.230
1M High / 1M Low: 2.040 1.230
6M High / 6M Low: 2.650 1.130
High (YTD): 3/15/2024 2.650
Low (YTD): 1/17/2024 1.060
52W High: 3/15/2024 2.650
52W Low: 10/27/2023 0.250
Avg. price 1W:   1.304
Avg. volume 1W:   0.000
Avg. price 1M:   1.554
Avg. volume 1M:   0.000
Avg. price 6M:   1.746
Avg. volume 6M:   0.000
Avg. price 1Y:   1.272
Avg. volume 1Y:   0.000
Volatility 1M:   185.23%
Volatility 6M:   138.32%
Volatility 1Y:   147.46%
Volatility 3Y:   -