DZ Bank Call 170 SIE 21.03.2025
/ DE000DJ0S900
DZ Bank Call 170 SIE 21.03.2025/ DE000DJ0S900 /
24/05/2024 08:14:17 |
Chg.+0.11 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
+5.91% |
- Bid Size: - |
- Ask Size: - |
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: |
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: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
1.86 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.14% |
1 Month |
|
|
-3.90% |
3 Months |
|
|
-9.22% |
YTD |
|
|
+7.65% |
1 Year |
|
|
+1.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.79 |
1M High / 1M Low: |
2.94 |
1.79 |
6M High / 6M Low: |
2.94 |
0.99 |
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: |
|
1.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.90 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.44 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
132.40% |
Volatility 6M: |
|
100.61% |
Volatility 1Y: |
|
128.22% |
Volatility 3Y: |
|
- |