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DZ Bank Call 165 SIE 21.03.2025/  DE000DJ0S9Z7  /

Frankfurt Zert./DZB
9/20/2024  9:34:32 PM Chg.-0.180 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.250EUR -12.59% 1.260
Bid Size: 3,500		 1.300
Ask Size: 3,500		 SIEMENS AG NA O.N. 165.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.82
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.17
Implied volatility: 0.23
Historic volatility: 0.24
Parity: 0.17
Time value: 1.13
Break-even: 178.00
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 3.17%
Delta: 0.60
Theta: -0.04
Omega: 7.66
Rho: 0.43
 

Quote data

Open: 1.430
High: 1.430
Low: 1.230
Previous Close: 1.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.61%
1 Month  
+0.81%
3 Months
  -28.16%
YTD
  -41.86%
1 Year  
+111.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 1.090
1M High / 1M Low: 1.560 1.070
6M High / 6M Low: 3.330 0.830
High (YTD): 5/10/2024 3.330
Low (YTD): 8/7/2024 0.830
52W High: 5/10/2024 3.330
52W Low: 10/27/2023 0.320
Avg. price 1W:   1.256
Avg. volume 1W:   0.000
Avg. price 1M:   1.293
Avg. volume 1M:   0.000
Avg. price 6M:   1.957
Avg. volume 6M:   0.000
Avg. price 1Y:   1.728
Avg. volume 1Y:   0.000
Volatility 1M:   128.09%
Volatility 6M:   136.98%
Volatility 1Y:   136.86%
Volatility 3Y:   -