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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

EUWAX
2024-10-18  8:15:24 AM Chg.+0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 205.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S97
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.86
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -2.07
Time value: 0.50
Break-even: 210.00
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.30
Theta: -0.04
Omega: 11.05
Rho: 0.21
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+228.57%
3 Months
  -9.80%
YTD
  -33.33%
1 Year  
+206.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.420
1M High / 1M Low: 0.520 0.130
6M High / 6M Low: 1.120 0.001
High (YTD): 2024-03-18 1.190
Low (YTD): 2024-08-05 0.001
52W High: 2024-03-18 1.190
52W Low: 2024-08-05 0.001
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.485
Avg. volume 1Y:   0.000
Volatility 1M:   325.38%
Volatility 6M:   16,504.34%
Volatility 1Y:   11,647.98%
Volatility 3Y:   -