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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

Frankfurt Zert./DZB
20/09/2024  21:34:46 Chg.-0.030 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.130
Bid Size: 3,500		 0.170
Ask Size: 3,500		 SIEMENS AG NA O.N. 205.00 - 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 98.04
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -3.83
Time value: 0.17
Break-even: 206.70
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.54
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.13
Theta: -0.02
Omega: 13.21
Rho: 0.10
 

Quote data

Open: 0.160
High: 0.180
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -13.33%
3 Months
  -64.86%
YTD
  -81.69%
1 Year
  -23.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 1.120 0.090
High (YTD): 15/03/2024 1.210
Low (YTD): 12/08/2024 0.090
52W High: 15/03/2024 1.210
52W Low: 12/08/2024 0.090
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.469
Avg. volume 6M:   62.016
Avg. price 1Y:   0.471
Avg. volume 1Y:   31.250
Volatility 1M:   202.30%
Volatility 6M:   210.94%
Volatility 1Y:   216.04%
Volatility 3Y:   -