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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

Frankfurt Zert./DZB
2024-06-20  9:34:55 PM Chg.+0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.420EUR +7.69% 0.420
Bid Size: 3,500		 0.460
Ask Size: 3,500		 SIEMENS AG NA O.N. 205.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S97
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.13
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -3.68
Time value: 0.43
Break-even: 209.30
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 10.26%
Delta: 0.23
Theta: -0.02
Omega: 9.16
Rho: 0.26
 

Quote data

Open: 0.400
High: 0.430
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -20.75%
3 Months
  -44.00%
YTD
  -40.85%
1 Year
  -48.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.670 0.350
6M High / 6M Low: 1.210 0.350
High (YTD): 2024-03-15 1.210
Low (YTD): 2024-06-14 0.350
52W High: 2024-03-15 1.210
52W Low: 2023-10-27 0.110
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.523
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   64
Avg. price 1Y:   0.506
Avg. volume 1Y:   31.250
Volatility 1M:   207.30%
Volatility 6M:   160.53%
Volatility 1Y:   192.16%
Volatility 3Y:   -