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DZ Bank Call 160 SIE 21.03.2025/  DE000DJ0S9Y0  /

Frankfurt Zert./DZB
13/06/2024  21:35:18 Chg.-0.470 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
2.160EUR -17.87% 2.190
Bid Size: 3,500		 2.350
Ask Size: 3,500		 SIEMENS AG NA O.N. 160.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
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: 2.130
Previous Close: 2.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.25%
1 Month
  -39.66%
3 Months
  -38.11%
YTD
  -9.62%
1 Year
  -22.30%
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): 15/03/2024 3.640
Low (YTD): 17/01/2024 1.610
52W High: 15/03/2024 3.640
52W Low: 27/10/2023 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:   -