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DZ Bank Call 180 SIE 21.03.2025/  DE000DJ0S926  /

Frankfurt Zert./DZB
5/24/2024  9:34:34 PM Chg.+0.090 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.540EUR +6.21% 1.540
Bid Size: 3,500		 1.580
Ask Size: 3,500		 SIEMENS AG NA O.N. 180.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -0.27
Time value: 1.58
Break-even: 195.80
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.60%
Delta: 0.57
Theta: -0.03
Omega: 6.42
Rho: 0.70
 

Quote data

Open: 1.450
High: 1.570
Low: 1.450
Previous Close: 1.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -7.23%
3 Months
  -11.49%
YTD  
+6.94%
1 Year
  -1.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.330
1M High / 1M Low: 2.320 1.330
6M High / 6M Low: 2.350 0.740
High (YTD): 3/15/2024 2.350
Low (YTD): 1/17/2024 0.910
52W High: 3/15/2024 2.350
52W Low: 10/27/2023 0.210
Avg. price 1W:   1.400
Avg. volume 1W:   0.000
Avg. price 1M:   1.720
Avg. volume 1M:   0.000
Avg. price 6M:   1.442
Avg. volume 6M:   0.000
Avg. price 1Y:   1.097
Avg. volume 1Y:   0.000
Volatility 1M:   163.56%
Volatility 6M:   115.84%
Volatility 1Y:   144.22%
Volatility 3Y:   -