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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

Frankfurt Zert./DZB
2024-05-23  6:34:58 PM Chg.+0.100 Bid6:55:31 PM Ask6:55:31 PM Underlying Strike price Expiration date Option type
0.610EUR +19.61% 0.600
Bid Size: 14,000		 0.680
Ask Size: 14,000		 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: 28.95
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -3.13
Time value: 0.60
Break-even: 211.00
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.27
Spread abs.: 0.08
Spread %: 15.38%
Delta: 0.29
Theta: -0.03
Omega: 8.49
Rho: 0.37
 

Quote data

Open: 0.550
High: 0.660
Low: 0.550
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.69%
1 Month
  -15.28%
3 Months
  -23.75%
YTD
  -14.08%
1 Year
  -23.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.510
1M High / 1M Low: 1.120 0.510
6M High / 6M Low: 1.210 0.350
High (YTD): 2024-03-15 1.210
Low (YTD): 2024-01-22 0.420
52W High: 2024-03-15 1.210
52W Low: 2023-10-27 0.110
Avg. price 1W:   0.556
Avg. volume 1W:   1,600
Avg. price 1M:   0.765
Avg. volume 1M:   380.952
Avg. price 6M:   0.670
Avg. volume 6M:   64.516
Avg. price 1Y:   0.536
Avg. volume 1Y:   31.250
Volatility 1M:   186.46%
Volatility 6M:   143.00%
Volatility 1Y:   185.40%
Volatility 3Y:   -