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DZ Bank Call 215 SIE 21.03.2025/  DE000DJ0S991  /

Frankfurt Zert./DZB
2024-05-27  7:04:28 PM Chg.+0.040 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.460EUR +9.52% 0.460
Bid Size: 14,000		 0.500
Ask Size: 14,000		 SIEMENS AG NA O.N. 215.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S99
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.54
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -3.77
Time value: 0.46
Break-even: 219.60
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.24
Theta: -0.02
Omega: 9.28
Rho: 0.31
 

Quote data

Open: 0.420
High: 0.470
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.95%
1 Month
  -9.80%
3 Months
  -24.59%
YTD
  -14.81%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.820 0.340
6M High / 6M Low: 0.910 0.280
High (YTD): 2024-03-15 0.910
Low (YTD): 2024-01-22 0.300
52W High: 2024-03-15 0.910
52W Low: 2023-10-27 0.070
Avg. price 1W:   0.376
Avg. volume 1W:   2,600
Avg. price 1M:   0.538
Avg. volume 1M:   684.211
Avg. price 6M:   0.494
Avg. volume 6M:   104.839
Avg. price 1Y:   0.398
Avg. volume 1Y:   51.181
Volatility 1M:   219.64%
Volatility 6M:   154.93%
Volatility 1Y:   220.51%
Volatility 3Y:   -