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DZ Bank Call 175 SIE 21.03.2025/  DE000DJ0S918  /

Frankfurt Zert./DZB
2024-05-27  9:34:35 PM Chg.+0.100 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
1.890EUR +5.59% 1.880
Bid Size: 3,500		 1.920
Ask Size: 3,500		 SIEMENS AG NA O.N. 175.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S91
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 0.23
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.23
Time value: 1.61
Break-even: 193.40
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.22%
Delta: 0.62
Theta: -0.03
Omega: 6.02
Rho: 0.75
 

Quote data

Open: 1.790
High: 1.900
Low: 1.790
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.38%
1 Month
  -1.56%
3 Months
  -5.97%
YTD  
+14.55%
1 Year  
+9.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.570
1M High / 1M Low: 2.630 1.570
6M High / 6M Low: 2.650 0.860
High (YTD): 2024-03-15 2.650
Low (YTD): 2024-01-17 1.060
52W High: 2024-03-15 2.650
52W Low: 2023-10-27 0.250
Avg. price 1W:   1.644
Avg. volume 1W:   0.000
Avg. price 1M:   1.986
Avg. volume 1M:   0.000
Avg. price 6M:   1.658
Avg. volume 6M:   0.000
Avg. price 1Y:   1.259
Avg. volume 1Y:   0.000
Volatility 1M:   152.88%
Volatility 6M:   113.02%
Volatility 1Y:   138.49%
Volatility 3Y:   -