DZ Bank Call 175 SIE 21.03.2025
/ DE000DJ0S918
DZ Bank Call 175 SIE 21.03.2025/ DE000DJ0S918 /
2024-05-13 1:34:40 PM |
Chg.+0.030 |
Bid1:59:10 PM |
Ask1:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
+1.14% |
2.650 Bid Size: 35,000 |
2.660 Ask Size: 35,000 |
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: |
0.94 |
Quote data
Open: |
2.640 |
High: |
2.670 |
Low: |
2.640 |
Previous Close: |
2.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.03% |
1 Month |
|
|
+63.19% |
3 Months |
|
|
+111.11% |
YTD |
|
|
+61.21% |
1 Year |
|
|
+88.65% |
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: |
|
- |