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DZ Bank Call 225 SIE 21.03.2025/  DE000DJ1R157  /

EUWAX
7/10/2024  8:06:46 AM Chg.-0.030 Bid9:18:47 AM Ask9:18:47 AM Underlying Strike price Expiration date Option type
0.180EUR -14.29% 0.180
Bid Size: 35,000		 0.190
Ask Size: 35,000		 SIEMENS AG NA O.N. 225.00 - 3/21/2025 Call
 

Master data

WKN: DJ1R15
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 3/21/2025
Issue date: 5/16/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.75
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -5.17
Time value: 0.22
Break-even: 227.20
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 22.22%
Delta: 0.14
Theta: -0.02
Omega: 10.82
Rho: 0.15
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -21.74%
3 Months
  -55.00%
YTD
  -53.85%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.260 0.160
6M High / 6M Low: 0.670 0.160
High (YTD): 3/18/2024 0.670
Low (YTD): 6/17/2024 0.160
52W High: 3/18/2024 0.670
52W Low: 11/15/2023 0.030
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   206.17%
Volatility 6M:   180.92%
Volatility 1Y:   434.66%
Volatility 3Y:   -