DZ Bank Call 165 SIE 21.03.2025
/ DE000DJ0S9Z7
DZ Bank Call 165 SIE 21.03.2025/ DE000DJ0S9Z7 /
| 2024-09-20 8:13:03 AM |
Chg.+0.15 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+11.72% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
0.49 |
| Time value: |
0.99 |
| Break-even: |
179.80 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.78% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
7.40 |
| Rho: |
0.47 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+19.17% |
| 3 Months |
|
|
-19.21% |
| YTD |
|
|
-31.58% |
| 1 Year |
|
|
+107.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.11 |
| 1M High / 1M Low: |
1.55 |
1.11 |
| 6M High / 6M Low: |
3.34 |
0.86 |
| High (YTD): |
2024-05-13 |
3.34 |
| Low (YTD): |
2024-08-05 |
0.86 |
| 52W High: |
2024-05-13 |
3.34 |
| 52W Low: |
2023-10-26 |
0.32 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
15.63 |
| Volatility 1M: |
|
101.69% |
| Volatility 6M: |
|
135.06% |
| Volatility 1Y: |
|
139.28% |
| Volatility 3Y: |
|
- |
