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DZ Bank Call 220 SIE 21.03.2025/  DE000DJ0WZH1  /

EUWAX
15/11/2024  08:26:20 Chg.-0.020 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 220.00 - 21/03/2025 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: 21/03/2025
Issue date: 03/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 74.96
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -3.26
Time value: 0.25
Break-even: 222.50
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.65
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.18
Theta: -0.03
Omega: 13.25
Rho: 0.10
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month
  -9.09%
3 Months  
+400.00%
YTD
  -55.56%
1 Year
  -4.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: 0.400 0.030
High (YTD): 18/03/2024 0.790
Low (YTD): 17/09/2024 0.030
52W High: 18/03/2024 0.790
52W Low: 17/09/2024 0.030
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.302
Avg. volume 1Y:   0.000
Volatility 1M:   335.18%
Volatility 6M:   411.29%
Volatility 1Y:   306.37%
Volatility 3Y:   -