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DZ Bank Call 190 SIE 21.03.2025/  DE000DJ0S942  /

EUWAX
02/08/2024  08:12:30 Chg.-0.200 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.400EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 190.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.45
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -3.22
Time value: 0.40
Break-even: 194.00
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 14.29%
Delta: 0.24
Theta: -0.02
Omega: 9.37
Rho: 0.21
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.43%
1 Month
  -57.45%
3 Months
  -63.96%
YTD
  -61.90%
1 Year
  -46.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.400
1M High / 1M Low: 1.150 0.400
6M High / 6M Low: 1.770 0.400
High (YTD): 18/03/2024 1.770
Low (YTD): 02/08/2024 0.400
52W High: 18/03/2024 1.770
52W Low: 27/10/2023 0.160
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.805
Avg. volume 1M:   0.000
Avg. price 6M:   1.072
Avg. volume 6M:   4.724
Avg. price 1Y:   0.795
Avg. volume 1Y:   2.353
Volatility 1M:   206.44%
Volatility 6M:   155.79%
Volatility 1Y:   167.65%
Volatility 3Y:   -