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DZ Bank Call 150 SIE 21.03.2025/  DE000DJ0S9W4  /

Frankfurt Zert./DZB
20/05/2024  21:35:19 Chg.-0.030 Bid20/05/2024 Ask20/05/2024 Underlying Strike price Expiration date Option type
3.160EUR -0.94% 3.160
Bid Size: 14,000		 3.200
Ask Size: 14,000		 SIEMENS AG NA O.N. 150.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S9W
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 3.11
Intrinsic value: 2.26
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 2.26
Time value: 0.95
Break-even: 182.10
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.26%
Delta: 0.81
Theta: -0.03
Omega: 4.33
Rho: 0.89
 

Quote data

Open: 3.160
High: 3.220
Low: 3.100
Previous Close: 3.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.62%
1 Month
  -3.95%
3 Months  
+4.64%
YTD  
+3.61%
1 Year  
+1.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.490 3.190
1M High / 1M Low: 4.540 3.190
6M High / 6M Low: 4.540 1.620
High (YTD): 10/05/2024 4.540
Low (YTD): 17/01/2024 2.190
52W High: 10/05/2024 4.540
52W Low: 27/10/2023 0.590
Avg. price 1W:   3.948
Avg. volume 1W:   0.000
Avg. price 1M:   3.758
Avg. volume 1M:   0.000
Avg. price 6M:   3.080
Avg. volume 6M:   0.000
Avg. price 1Y:   2.392
Avg. volume 1Y:   0.000
Volatility 1M:   114.32%
Volatility 6M:   83.32%
Volatility 1Y:   105.73%
Volatility 3Y:   -