DZ Bank Call 220 SIE 21.03.2025
/ DE000DJ0WZH1
DZ Bank Call 220 SIE 21.03.2025/ DE000DJ0WZH1 /
9/11/2024 1:35:20 PM |
Chg.+0.034 |
Bid1:44:09 PM |
Ask1:44:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
+85.00% |
0.073 Bid Size: 35,000 |
0.093 Ask Size: 35,000 |
SIEMENS AG NA O.N. |
220.00 - |
3/21/2025 |
Call |
Master data
WKN: |
DJ0WZH |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/3/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
135.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-5.76 |
Time value: |
0.12 |
Break-even: |
221.20 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.08 |
Spread %: |
200.00% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
11.90 |
Rho: |
0.07 |
Quote data
Open: |
0.040 |
High: |
0.080 |
Low: |
0.040 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.50% |
1 Month |
|
|
+146.67% |
3 Months |
|
|
-72.59% |
YTD |
|
|
-84.26% |
1 Year |
|
|
-53.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.040 |
1M High / 1M Low: |
0.110 |
0.030 |
6M High / 6M Low: |
0.780 |
0.030 |
High (YTD): |
3/15/2024 |
0.780 |
Low (YTD): |
8/14/2024 |
0.030 |
52W High: |
3/15/2024 |
0.780 |
52W Low: |
8/14/2024 |
0.030 |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.308 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.290 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
703.13% |
Volatility 6M: |
|
374.68% |
Volatility 1Y: |
|
348.92% |
Volatility 3Y: |
|
- |