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DZ Bank Call 195 SIE 21.03.2025/  DE000DJ0S959  /

EUWAX
2024-05-27  8:14:21 AM Chg.+0.040 Bid8:22:33 PM Ask8:22:33 PM Underlying Strike price Expiration date Option type
0.900EUR +4.65% 0.980
Bid Size: 14,000		 1.020
Ask Size: 14,000		 SIEMENS AG NA O.N. 195.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S95
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.47
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.77
Time value: 0.96
Break-even: 204.60
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 4.35%
Delta: 0.41
Theta: -0.03
Omega: 7.65
Rho: 0.52
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.92%
1 Month
  -6.25%
3 Months
  -15.89%
YTD
  -2.17%
1 Year
  -18.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 1.520 0.790
6M High / 6M Low: 1.570 0.480
High (YTD): 2024-03-18 1.570
Low (YTD): 2024-01-17 0.560
52W High: 2024-03-18 1.570
52W Low: 2023-10-27 0.140
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   1.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.916
Avg. volume 6M:   0.000
Avg. price 1Y:   0.710
Avg. volume 1Y:   0.000
Volatility 1M:   173.18%
Volatility 6M:   126.63%
Volatility 1Y:   162.89%
Volatility 3Y:   -