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DZ Bank Call 210 SIE 21.03.2025/  DE000DJ0S983  /

EUWAX
2024-08-02  8:12:30 AM Chg.-0.100 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.150EUR -40.00% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 210.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S98
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.90
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -5.22
Time value: 0.20
Break-even: 212.00
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.13
Theta: -0.02
Omega: 10.24
Rho: 0.12
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -65.91%
3 Months
  -73.68%
YTD
  -75.00%
1 Year
  -68.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.150
1M High / 1M Low: 0.530 0.150
6M High / 6M Low: 1.030 0.150
High (YTD): 2024-03-18 1.030
Low (YTD): 2024-08-02 0.150
52W High: 2024-03-18 1.030
52W Low: 2023-10-27 0.100
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.549
Avg. volume 6M:   0.000
Avg. price 1Y:   0.421
Avg. volume 1Y:   0.000
Volatility 1M:   231.37%
Volatility 6M:   175.96%
Volatility 1Y:   203.05%
Volatility 3Y:   -