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DZ Bank Call 160 SIE 21.03.2025/  DE000DJ0S9Y0  /

Frankfurt Zert./DZB
6/10/2024  2:04:37 PM Chg.0.000 Bid2:22:38 PM Ask2:22:38 PM Underlying Strike price Expiration date Option type
2.400EUR 0.00% 2.390
Bid Size: 35,000		 2.430
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: 6.84
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 1.44
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 1.44
Time value: 1.11
Break-even: 185.50
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.16
Spread %: 6.69%
Delta: 0.74
Theta: -0.03
Omega: 5.07
Rho: 0.81
 

Quote data

Open: 2.330
High: 2.400
Low: 2.290
Previous Close: 2.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -33.70%
3 Months
  -27.27%
YTD  
+0.42%
1 Year  
+0.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.400
1M High / 1M Low: 3.620 2.340
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:   2.554
Avg. volume 1W:   0.000
Avg. price 1M:   2.722
Avg. volume 1M:   0.000
Avg. price 6M:   2.507
Avg. volume 6M:   971.774
Avg. price 1Y:   1.836
Avg. volume 1Y:   474.409
Volatility 1M:   130.10%
Volatility 6M:   98.70%
Volatility 1Y:   124.86%
Volatility 3Y:   -