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DZ Bank Call 180 SIE 21.03.2025/  DE000DJ0S926  /

EUWAX
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:   -