DZ Bank Call 170 SIE 21.03.2025
/ DE000DJ0S900
DZ Bank Call 170 SIE 21.03.2025/ DE000DJ0S900 /
| 2024-05-10 12:58:15 PM |
Chg.+0.48 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
+20.00% |
-
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: |
2.64 |
| High: |
2.88 |
| Low: |
2.64 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
+37.80% |
| 3 Months |
|
|
+76.69% |
| YTD |
|
|
+57.38% |
| 1 Year |
|
|
+83.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
2.18 |
| 1M High / 1M Low: |
2.88 |
1.97 |
| 6M High / 6M Low: |
2.92 |
0.45 |
| High (YTD): |
2024-03-18 |
2.92 |
| Low (YTD): |
2024-01-17 |
1.22 |
| 52W High: |
2024-03-18 |
2.92 |
| 52W Low: |
2023-10-27 |
0.30 |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.71% |
| Volatility 6M: |
|
127.68% |
| Volatility 1Y: |
|
127.56% |
| Volatility 3Y: |
|
- |
