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DZ Bank Call 190 SIE 21.03.2025/  DE000DJ0S942  /

EUWAX
17/06/2024  08:15:55 Chg.-0.180 Bid18:56:57 Ask18:56:57 Underlying Strike price Expiration date Option type
0.650EUR -21.69% 0.730
Bid Size: 14,000		 -
Ask Size: -		 SIEMENS AG NA O.N. 190.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.90
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -2.43
Time value: 0.64
Break-even: 196.40
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.33
Theta: -0.03
Omega: 8.48
Rho: 0.36
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.14%
1 Month
  -35.00%
3 Months
  -61.54%
YTD
  -38.10%
1 Year
  -53.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.830
1M High / 1M Low: 1.150 0.830
6M High / 6M Low: 1.770 0.650
High (YTD): 18/03/2024 1.770
Low (YTD): 17/01/2024 0.650
52W High: 18/03/2024 1.770
52W Low: 27/10/2023 0.160
Avg. price 1W:   0.908
Avg. volume 1W:   0.000
Avg. price 1M:   0.990
Avg. volume 1M:   0.000
Avg. price 6M:   1.089
Avg. volume 6M:   4.839
Avg. price 1Y:   0.802
Avg. volume 1Y:   2.362
Volatility 1M:   154.83%
Volatility 6M:   130.54%
Volatility 1Y:   159.84%
Volatility 3Y:   -