DZ Bank Call 180 SIE 21.03.2025
/ DE000DJ0S926
DZ Bank Call 180 SIE 21.03.2025/ DE000DJ0S926 /
| 11/15/2024 9:45:50 AM |
Chg.-0.18 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-10.40% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
180.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ0S92 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.74 |
| Time value: |
0.80 |
| Break-even: |
195.40 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.67% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
8.14 |
| Rho: |
0.38 |
Quote data
| Open: |
1.50 |
| High: |
1.55 |
| Low: |
1.50 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
+13.14% |
| 3 Months |
|
|
+181.82% |
| YTD |
|
|
+11.51% |
| 1 Year |
|
|
+131.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
0.99 |
| 1M High / 1M Low: |
1.73 |
0.99 |
| 6M High / 6M Low: |
1.73 |
0.43 |
| High (YTD): |
5/13/2024 |
2.33 |
| Low (YTD): |
8/13/2024 |
0.43 |
| 52W High: |
5/13/2024 |
2.33 |
| 52W Low: |
8/13/2024 |
0.43 |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
306.01% |
| Volatility 6M: |
|
214.43% |
| Volatility 1Y: |
|
169.83% |
| Volatility 3Y: |
|
- |
