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DZ Bank Call 190 SIE 21.03.2025/  DE000DJ0S942  /

EUWAX
7/10/2024  8:15:24 AM Chg.-0.130 Bid4:52:11 PM Ask4:52:11 PM Underlying Strike price Expiration date Option type
0.780EUR -14.29% 0.890
Bid Size: 35,000		 -
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: 22.21
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.67
Time value: 0.78
Break-even: 197.80
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.39
Theta: -0.03
Omega: 8.66
Rho: 0.42
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.36%
1 Month
  -11.36%
3 Months
  -30.97%
YTD
  -25.71%
1 Year  
+25.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.890
1M High / 1M Low: 1.020 0.650
6M High / 6M Low: 1.770 0.650
High (YTD): 3/18/2024 1.770
Low (YTD): 6/17/2024 0.650
52W High: 3/18/2024 1.770
52W Low: 10/27/2023 0.160
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.841
Avg. volume 1M:   0.000
Avg. price 6M:   1.072
Avg. volume 6M:   4.724
Avg. price 1Y:   0.794
Avg. volume 1Y:   2.344
Volatility 1M:   177.16%
Volatility 6M:   136.91%
Volatility 1Y:   160.26%
Volatility 3Y:   -