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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

EUWAX
6/28/2024  8:14:38 AM Chg.+0.110 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.500EUR +28.21% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 205.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.74
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -3.13
Time value: 0.50
Break-even: 210.00
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.27
Theta: -0.03
Omega: 9.30
Rho: 0.30
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.95%
1 Month
  -13.79%
3 Months
  -39.02%
YTD
  -27.54%
1 Year
  -13.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.370
1M High / 1M Low: 0.660 0.350
6M High / 6M Low: 1.190 0.350
High (YTD): 3/18/2024 1.190
Low (YTD): 6/17/2024 0.350
52W High: 3/18/2024 1.190
52W Low: 10/27/2023 0.110
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   0.660
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   0.000
Volatility 1M:   218.77%
Volatility 6M:   157.70%
Volatility 1Y:   186.22%
Volatility 3Y:   -