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DZ Bank Call 170 SIE 21.03.2025/  DE000DJ0S900  /

Frankfurt Zert./DZB
2024-05-10  9:35:07 PM Chg.+0.280 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
2.930EUR +10.57% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 170.00 - 2025-03-21 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: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 1.84
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 1.84
Time value: 1.14
Break-even: 199.80
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.36%
Delta: 0.77
Theta: -0.03
Omega: 4.89
Rho: 1.00
 

Quote data

Open: 2.640
High: 2.970
Low: 2.640
Previous Close: 2.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.40%
1 Month  
+54.21%
3 Months  
+83.13%
YTD  
+55.85%
1 Year  
+85.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.930 2.320
1M High / 1M Low: 2.930 1.900
6M High / 6M Low: 2.950 0.460
High (YTD): 2024-03-15 2.950
Low (YTD): 2024-01-17 1.230
52W High: 2024-03-15 2.950
52W Low: 2023-10-27 0.290
Avg. price 1W:   2.532
Avg. volume 1W:   0.000
Avg. price 1M:   2.183
Avg. volume 1M:   0.000
Avg. price 6M:   1.793
Avg. volume 6M:   0.000
Avg. price 1Y:   1.431
Avg. volume 1Y:   0.000
Volatility 1M:   93.71%
Volatility 6M:   128.52%
Volatility 1Y:   127.96%
Volatility 3Y:   -