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DZ Bank Call 215 SIE 21.03.2025/  DE000DJ0S991  /

Frankfurt Zert./DZB
11/15/2024  9:34:49 PM Chg.-0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.250
Bid Size: 3,500		 0.290
Ask Size: 3,500		 SIEMENS AG NA O.N. 215.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S99
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 64.62
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -2.76
Time value: 0.29
Break-even: 217.90
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 16.00%
Delta: 0.21
Theta: -0.03
Omega: 13.33
Rho: 0.12
 

Quote data

Open: 0.260
High: 0.280
Low: 0.230
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -11.11%
3 Months  
+200.00%
YTD
  -55.56%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.160
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.450 0.030
High (YTD): 3/15/2024 0.910
Low (YTD): 8/14/2024 0.030
52W High: 3/15/2024 0.910
52W Low: 8/14/2024 0.030
Avg. price 1W:   0.214
Avg. volume 1W:   2,400
Avg. price 1M:   0.220
Avg. volume 1M:   4,045.455
Avg. price 6M:   0.216
Avg. volume 6M:   1,045.802
Avg. price 1Y:   0.348
Avg. volume 1Y:   537.255
Volatility 1M:   316.49%
Volatility 6M:   421.31%
Volatility 1Y:   316.51%
Volatility 3Y:   -