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DZ Bank Call 180 SIE 21.03.2025/  DE000DJ0S926  /

Frankfurt Zert./DZB
2024-05-10  9:34:48 PM Chg.+0.270 Bid9:58:26 PM Ask9:58:26 PM Underlying Strike price Expiration date Option type
2.320EUR +13.17% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 180.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S92
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.95
Leverage: Yes

Calculated values

Fair value: 2.31
Intrinsic value: 0.84
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.84
Time value: 1.53
Break-even: 203.70
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.72%
Delta: 0.68
Theta: -0.03
Omega: 5.42
Rho: 0.90
 

Quote data

Open: 2.050
High: 2.340
Low: 2.050
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.61%
1 Month  
+62.24%
3 Months  
+96.61%
YTD  
+61.11%
1 Year  
+85.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.320 1.770
1M High / 1M Low: 2.320 1.430
6M High / 6M Low: 2.350 0.330
High (YTD): 2024-03-15 2.350
Low (YTD): 2024-01-17 0.910
52W High: 2024-03-15 2.350
52W Low: 2023-10-27 0.210
Avg. price 1W:   1.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.664
Avg. volume 1M:   0.000
Avg. price 6M:   1.357
Avg. volume 6M:   0.000
Avg. price 1Y:   1.091
Avg. volume 1Y:   0.000
Volatility 1M:   99.91%
Volatility 6M:   147.25%
Volatility 1Y:   141.83%
Volatility 3Y:   -