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DZ Bank Call 190 SIE 21.03.2025/  DE000DJ0S942  /

EUWAX
11/15/2024  8:15:18 AM Chg.+0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.950EUR +9.20% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 190.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S94
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.59
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -0.26
Time value: 0.91
Break-even: 199.10
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: -0.03
Spread %: -3.19%
Delta: 0.51
Theta: -0.04
Omega: 10.60
Rho: 0.30
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.77%
1 Month  
+10.47%
3 Months  
+206.45%
YTD
  -9.52%
1 Year  
+93.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.600
1M High / 1M Low: 1.030 0.600
6M High / 6M Low: 1.150 0.230
High (YTD): 3/18/2024 1.770
Low (YTD): 8/13/2024 0.230
52W High: 3/18/2024 1.770
52W Low: 8/13/2024 0.230
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.835
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   0.000
Avg. price 1Y:   0.871
Avg. volume 1Y:   2.353
Volatility 1M:   236.74%
Volatility 6M:   220.44%
Volatility 1Y:   177.28%
Volatility 3Y:   -