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DZ Bank Call 170 SIE 21.03.2025/  DE000DJ0S900  /

Frankfurt Zert./DZB
5/24/2024  9:34:45 PM Chg.+0.110 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.070EUR +5.61% 2.080
Bid Size: 3,500		 2.120
Ask Size: 3,500		 SIEMENS AG NA O.N. 170.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S90
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 0.73
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.73
Time value: 1.39
Break-even: 191.20
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.92%
Delta: 0.68
Theta: -0.03
Omega: 5.66
Rho: 0.81
 

Quote data

Open: 1.960
High: 2.100
Low: 1.960
Previous Close: 1.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month
  -5.91%
3 Months
  -5.05%
YTD  
+10.11%
1 Year  
+6.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.790
1M High / 1M Low: 2.930 1.790
6M High / 6M Low: 2.950 0.990
High (YTD): 3/15/2024 2.950
Low (YTD): 1/17/2024 1.230
52W High: 3/15/2024 2.950
52W Low: 10/27/2023 0.290
Avg. price 1W:   1.896
Avg. volume 1W:   0.000
Avg. price 1M:   2.249
Avg. volume 1M:   0.000
Avg. price 6M:   1.903
Avg. volume 6M:   0.000
Avg. price 1Y:   1.446
Avg. volume 1Y:   0.000
Volatility 1M:   145.82%
Volatility 6M:   106.44%
Volatility 1Y:   129.98%
Volatility 3Y:   -