DZ Bank Call 180 SIE 21.03.2025
/ DE000DJ0S926
DZ Bank Call 180 SIE 21.03.2025/ DE000DJ0S926 /
27/05/2024 08:14:22 |
Chg.+0.07 |
Bid18:26:23 |
Ask18:26:23 |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
+4.83% |
1.62 Bid Size: 14,000 |
1.66 Ask Size: 14,000 |
SIEMENS AG NA O.N. |
180.00 - |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
30/03/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
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: |
6.41 |
Rho: |
0.70 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-1.94% |
3 Months |
|
|
-7.88% |
YTD |
|
|
+9.35% |
1 Year |
|
|
-2.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.45 |
1.33 |
1M High / 1M Low: |
2.33 |
1.33 |
6M High / 6M Low: |
2.33 |
0.74 |
High (YTD): |
13/05/2024 |
2.33 |
Low (YTD): |
17/01/2024 |
0.89 |
52W High: |
13/05/2024 |
2.33 |
52W Low: |
27/10/2023 |
0.21 |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.09 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
148.05% |
Volatility 6M: |
|
110.20% |
Volatility 1Y: |
|
141.42% |
Volatility 3Y: |
|
- |