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DZ Bank Call 175 SIE 21.03.2025/  DE000DJ0S918  /

EUWAX
05/08/2024  08:20:52 Chg.-0.270 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.530EUR -33.75% -
Bid Size: -		 -
Ask Size: -		 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: 21.04
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -1.72
Time value: 0.75
Break-even: 182.50
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.38
Theta: -0.03
Omega: 8.00
Rho: 0.33
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.46%
1 Month
  -71.04%
3 Months
  -70.88%
YTD
  -67.08%
1 Year
  -51.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 0.800
1M High / 1M Low: 1.960 0.800
6M High / 6M Low: 2.640 0.800
High (YTD): 13/05/2024 2.640
Low (YTD): 02/08/2024 0.800
52W High: 13/05/2024 2.640
52W Low: 27/10/2023 0.260
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.428
Avg. volume 1M:   142.857
Avg. price 6M:   1.741
Avg. volume 6M:   281.890
Avg. price 1Y:   1.276
Avg. volume 1Y:   184.252
Volatility 1M:   177.28%
Volatility 6M:   136.76%
Volatility 1Y:   144.80%
Volatility 3Y:   -