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DZ Bank Call 180 SIE 21.03.2025/  DE000DJ0S926  /

EUWAX
8/6/2024  8:11:08 AM Chg.+0.100 Bid9:05:37 AM Ask9:05:37 AM Underlying Strike price Expiration date Option type
0.560EUR +21.74% 0.530
Bid Size: 35,000		 -
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: 26.30
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -2.22
Time value: 0.60
Break-even: 186.00
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.33
Theta: -0.03
Omega: 8.56
Rho: 0.28
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -60.84%
3 Months
  -66.06%
YTD
  -59.71%
1 Year
  -42.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.460
1M High / 1M Low: 1.670 0.460
6M High / 6M Low: 2.330 0.460
High (YTD): 5/13/2024 2.330
Low (YTD): 8/5/2024 0.460
52W High: 5/13/2024 2.330
52W Low: 10/27/2023 0.210
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   1.161
Avg. volume 1M:   0.000
Avg. price 6M:   1.491
Avg. volume 6M:   0.000
Avg. price 1Y:   1.095
Avg. volume 1Y:   0.000
Volatility 1M:   204.02%
Volatility 6M:   143.34%
Volatility 1Y:   152.52%
Volatility 3Y:   -