DZ Bank Call 180 SIE 21.03.2025
/ DE000DJ0S926
DZ Bank Call 180 SIE 21.03.2025/ DE000DJ0S926 /
| 5/27/2024 8:14:22 AM |
Chg.+0.07 |
Bid9:49:53 AM |
Ask9:49:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+4.83% |
1.61
Bid Size: 35,000 |
1.62
Ask Size: 35,000 |
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: |
1.59 |
| 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): |
5/13/2024 |
2.33 |
| Low (YTD): |
1/17/2024 |
0.89 |
| 52W High: |
5/13/2024 |
2.33 |
| 52W Low: |
10/27/2023 |
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: |
|
- |
