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DZ Bank Call 160 SIE 21.03.2025/  DE000DJ0S9Y0  /

Frankfurt Zert./DZB
6/13/2024  3:05:07 PM Chg.-0.260 Bid3:33:16 PM Ask3:33:16 PM Underlying Strike price Expiration date Option type
2.370EUR -9.89% 2.350
Bid Size: 35,000		 2.390
Ask Size: 35,000		 SIEMENS AG NA O.N. 160.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S9Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.38
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 1.81
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 1.81
Time value: 0.98
Break-even: 187.90
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.16
Spread %: 6.08%
Delta: 0.77
Theta: -0.03
Omega: 4.94
Rho: 0.85
 

Quote data

Open: 2.620
High: 2.670
Low: 2.370
Previous Close: 2.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.82%
1 Month
  -33.80%
3 Months
  -32.09%
YTD
  -0.84%
1 Year
  -14.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.630 2.270
1M High / 1M Low: 3.580 2.270
6M High / 6M Low: 3.640 1.610
High (YTD): 3/15/2024 3.640
Low (YTD): 1/17/2024 1.610
52W High: 3/15/2024 3.640
52W Low: 10/27/2023 0.370
Avg. price 1W:   2.436
Avg. volume 1W:   0.000
Avg. price 1M:   2.645
Avg. volume 1M:   0.000
Avg. price 6M:   2.513
Avg. volume 6M:   964
Avg. price 1Y:   1.840
Avg. volume 1Y:   470.703
Volatility 1M:   137.84%
Volatility 6M:   100.91%
Volatility 1Y:   125.13%
Volatility 3Y:   -