DZ Bank Call 190 SIE 21.03.2025
/ DE000DJ0S942
DZ Bank Call 190 SIE 21.03.2025/ DE000DJ0S942 /
| 2024-05-27 8:14:22 AM |
Chg.+0.05 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+4.95% |
1.06
Bid Size: 14,000 |
1.10
Ask Size: 14,000 |
SIEMENS AG NA O.N. |
190.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S94 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-1.27 |
| Time value: |
1.12 |
| Break-even: |
201.20 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
3.70% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
7.34 |
| Rho: |
0.58 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.48% |
| 1 Month |
|
|
-6.19% |
| 3 Months |
|
|
-14.52% |
| YTD |
|
|
+0.95% |
| 1 Year |
|
|
-14.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.91 |
| 1M High / 1M Low: |
1.73 |
0.91 |
| 6M High / 6M Low: |
1.77 |
0.55 |
| High (YTD): |
2024-03-18 |
1.77 |
| Low (YTD): |
2024-01-17 |
0.65 |
| 52W High: |
2024-03-18 |
1.77 |
| 52W Low: |
2023-10-27 |
0.16 |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
4.84 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
2.36 |
| Volatility 1M: |
|
169.29% |
| Volatility 6M: |
|
121.65% |
| Volatility 1Y: |
|
156.53% |
| Volatility 3Y: |
|
- |
