DZ Bank Call 175 SIE 21.03.2025
/ DE000DJ0S918
DZ Bank Call 175 SIE 21.03.2025/ DE000DJ0S918 /
| 5/27/2024 8:14:22 AM |
Chg.+0.07 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+4.09% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
175.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
3/20/2025 |
| 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: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
-1.11% |
| 3 Months |
|
|
-12.75% |
| YTD |
|
|
+10.56% |
| 1 Year |
|
|
+2.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.62 |
| 1M High / 1M Low: |
2.64 |
1.57 |
| 6M High / 6M Low: |
2.64 |
0.89 |
| High (YTD): |
5/13/2024 |
2.64 |
| Low (YTD): |
1/17/2024 |
1.05 |
| 52W High: |
5/13/2024 |
2.64 |
| 52W Low: |
10/27/2023 |
0.26 |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
248.39 |
| Avg. price 1Y: |
|
1.26 |
| Avg. volume 1Y: |
|
120.78 |
| Volatility 1M: |
|
134.54% |
| Volatility 6M: |
|
112.84% |
| Volatility 1Y: |
|
136.68% |
| Volatility 3Y: |
|
- |
