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DZ Bank Call 165 SIE 21.03.2025/  DE000DJ0S9Z7  /

Frankfurt Zert./DZB
2024-06-19  9:34:56 PM Chg.+0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.750EUR +1.16% 1.750
Bid Size: 3,500		 1.790
Ask Size: 3,500		 SIEMENS AG NA O.N. 165.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S9Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.46
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.34
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.34
Time value: 1.44
Break-even: 182.80
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.30%
Delta: 0.63
Theta: -0.03
Omega: 5.97
Rho: 0.67
 

Quote data

Open: 1.720
High: 1.800
Low: 1.690
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.85%
1 Month
  -17.06%
3 Months
  -33.46%
YTD
  -18.60%
1 Year
  -25.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.600
1M High / 1M Low: 2.500 1.600
6M High / 6M Low: 3.330 1.440
High (YTD): 2024-05-10 3.330
Low (YTD): 2024-01-17 1.440
52W High: 2024-05-10 3.330
52W Low: 2023-10-27 0.320
Avg. price 1W:   1.754
Avg. volume 1W:   0.000
Avg. price 1M:   2.154
Avg. volume 1M:   0.000
Avg. price 6M:   2.254
Avg. volume 6M:   0.000
Avg. price 1Y:   1.629
Avg. volume 1Y:   0.000
Volatility 1M:   132.89%
Volatility 6M:   108.62%
Volatility 1Y:   126.46%
Volatility 3Y:   -