DZ Bank Call 180 SIE 21.03.2025
/ DE000DJ0S926
DZ Bank Call 180 SIE 21.03.2025/ DE000DJ0S926 /
10/09/2024 08:14:45 |
Chg.-0.050 |
Bid11:41:25 |
Ask11:41:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-8.33% |
0.570 Bid Size: 35,000 |
- Ask Size: - |
SIEMENS AG NA O.N. |
180.00 - |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
30/03/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
29.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
-1.74 |
Time value: |
0.56 |
Break-even: |
185.60 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.34 |
Theta: |
-0.03 |
Omega: |
9.85 |
Rho: |
0.26 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.93% |
1 Month |
|
|
-1.79% |
3 Months |
|
|
-56.69% |
YTD |
|
|
-60.43% |
1 Year |
|
|
+12.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.600 |
1M High / 1M Low: |
0.820 |
0.430 |
6M High / 6M Low: |
2.330 |
0.430 |
High (YTD): |
13/05/2024 |
2.330 |
Low (YTD): |
13/08/2024 |
0.430 |
52W High: |
13/05/2024 |
2.330 |
52W Low: |
27/10/2023 |
0.210 |
Avg. price 1W: |
|
0.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.635 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.313 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.097 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
154.53% |
Volatility 6M: |
|
159.29% |
Volatility 1Y: |
|
158.86% |
Volatility 3Y: |
|
- |