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DZ Bank Call 205 SIE 21.03.2025/  DE000DJ0S975  /

EUWAX
2024-05-27  8:14:21 AM Chg.+0.030 Bid10:55:01 AM Ask10:55:01 AM Underlying Strike price Expiration date Option type
0.610EUR +5.17% 0.670
Bid Size: 35,000		 0.680
Ask Size: 35,000		 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: 26.86
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -2.77
Time value: 0.66
Break-even: 211.60
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 6.45%
Delta: 0.32
Theta: -0.03
Omega: 8.56
Rho: 0.41
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.96%
1 Month
  -11.59%
3 Months
  -21.79%
YTD
  -11.59%
1 Year
  -30.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.540
1M High / 1M Low: 1.120 0.540
6M High / 6M Low: 1.190 0.360
High (YTD): 2024-03-18 1.190
Low (YTD): 2024-01-17 0.410
52W High: 2024-03-18 1.190
52W Low: 2023-10-27 0.110
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.758
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   0.000
Avg. price 1Y:   0.531
Avg. volume 1Y:   0.000
Volatility 1M:   191.09%
Volatility 6M:   135.96%
Volatility 1Y:   179.93%
Volatility 3Y:   -