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DZ Bank Call 175 SIE 21.03.2025/  DE000DJ0S918  /

Frankfurt Zert./DZB
2024-05-10  9:34:48 PM Chg.+0.280 Bid8:23:29 AM Ask8:23:29 AM Underlying Strike price Expiration date Option type
2.630EUR +11.91% 2.640
Bid Size: 14,000		 2.680
Ask Size: 14,000		 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: 7.03
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 1.34
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 1.34
Time value: 1.34
Break-even: 201.80
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.52%
Delta: 0.73
Theta: -0.03
Omega: 5.11
Rho: 0.95
 

Quote data

Open: 2.350
High: 2.650
Low: 2.350
Previous Close: 2.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.56%
1 Month  
+61.35%
3 Months  
+108.73%
YTD  
+59.39%
1 Year  
+86.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.630 2.030
1M High / 1M Low: 2.630 1.730
6M High / 6M Low: 2.650 0.390
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:   2.246
Avg. volume 1W:   0.000
Avg. price 1M:   1.932
Avg. volume 1M:   0.000
Avg. price 6M:   1.560
Avg. volume 6M:   0.000
Avg. price 1Y:   1.248
Avg. volume 1Y:   0.000
Volatility 1M:   87.29%
Volatility 6M:   143.17%
Volatility 1Y:   136.54%
Volatility 3Y:   -