DZ Bank Call 170 SIE 21.03.2025
/ DE000DJ0S900
DZ Bank Call 170 SIE 21.03.2025/ DE000DJ0S900 /
| 24/06/2024 08:13:24 |
Chg.-0.12 |
Bid11:57:30 |
Ask11:57:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-7.69% |
1.54
Bid Size: 35,000 |
1.55
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
170.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
30/03/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-0.18 |
| Time value: |
1.52 |
| Break-even: |
185.20 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
5.56% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
6.33 |
| Rho: |
0.60 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-26.90% |
| 3 Months |
|
|
-32.39% |
| YTD |
|
|
-21.31% |
| 1 Year |
|
|
-20.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.35 |
| 1M High / 1M Low: |
2.18 |
1.35 |
| 6M High / 6M Low: |
2.94 |
1.22 |
| High (YTD): |
13/05/2024 |
2.94 |
| Low (YTD): |
17/01/2024 |
1.22 |
| 52W High: |
13/05/2024 |
2.94 |
| 52W Low: |
27/10/2023 |
0.30 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
145.97% |
| Volatility 6M: |
|
109.95% |
| Volatility 1Y: |
|
132.17% |
| Volatility 3Y: |
|
- |
