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DZ Bank Call 200 SIE 21.03.2025/  DE000DJ0S967  /

EUWAX
15/11/2024  08:15:18 Chg.+0.050 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.590EUR +9.26% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 200.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S96
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.75
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -1.26
Time value: 0.63
Break-even: 206.30
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 6.78%
Delta: 0.37
Theta: -0.05
Omega: 11.15
Rho: 0.22
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.23%
1 Month  
+1.72%
3 Months  
+227.78%
YTD
  -25.32%
1 Year  
+73.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.370
1M High / 1M Low: 0.650 0.370
6M High / 6M Low: 0.850 0.001
High (YTD): 18/03/2024 1.370
Low (YTD): 05/08/2024 0.001
52W High: 18/03/2024 1.370
52W Low: 05/08/2024 0.001
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   0.612
Avg. volume 1Y:   0.000
Volatility 1M:   247.13%
Volatility 6M:   21,966.25%
Volatility 1Y:   15,562.10%
Volatility 3Y:   -