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DZ Bank Call 220 SIE 21.03.2025/  DE000DJ0WZH1  /

Frankfurt Zert./DZB
6/25/2024  8:04:55 PM Chg.+0.030 Bid6/25/2024 Ask6/25/2024 Underlying Strike price Expiration date Option type
0.250EUR +13.64% 0.250
Bid Size: 14,000		 0.290
Ask Size: 14,000		 SIEMENS AG NA O.N. 220.00 - 3/21/2025 Call
 

Master data

WKN: DJ0WZH
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 3/21/2025
Issue date: 4/3/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.98
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -4.90
Time value: 0.29
Break-even: 222.90
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.43
Spread abs.: 0.08
Spread %: 38.10%
Delta: 0.17
Theta: -0.02
Omega: 9.83
Rho: 0.19
 

Quote data

Open: 0.230
High: 0.250
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month
  -32.43%
3 Months
  -40.48%
YTD
  -46.81%
1 Year
  -53.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.220
1M High / 1M Low: 0.390 0.190
6M High / 6M Low: 0.780 0.190
High (YTD): 3/15/2024 0.780
Low (YTD): 6/14/2024 0.190
52W High: 3/15/2024 0.780
52W Low: 10/27/2023 0.060
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.292
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   0.319
Avg. volume 1Y:   0.000
Volatility 1M:   215.83%
Volatility 6M:   172.93%
Volatility 1Y:   261.09%
Volatility 3Y:   -