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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

EUWAX
11/15/2024  8:15:18 AM Chg.+0.040 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.450EUR +9.76% -
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: 39.04
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -1.76
Time value: 0.48
Break-even: 209.80
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.31
Theta: -0.04
Omega: 12.05
Rho: 0.18
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+2.27%
3 Months  
+246.15%
YTD
  -34.78%
1 Year  
+55.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.260
1M High / 1M Low: 0.500 0.260
6M High / 6M Low: 0.710 0.001
High (YTD): 3/18/2024 1.190
Low (YTD): 8/5/2024 0.001
52W High: 3/18/2024 1.190
52W Low: 8/5/2024 0.001
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   282.70%
Volatility 6M:   16,441.17%
Volatility 1Y:   11,647.96%
Volatility 3Y:   -