DZ Bank Call 125 SIE 21.03.2025
/ DE000DJ0S9R4
DZ Bank Call 125 SIE 21.03.2025/ DE000DJ0S9R4 /
| 2024-05-02 12:04:47 PM |
Chg.-0.120 |
Bid9:58:54 PM |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.470EUR |
-2.15% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
125.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S9R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-05-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
4.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
4.87 |
| Time value: |
0.66 |
| Break-even: |
180.30 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.72% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
2.84 |
| Rho: |
0.84 |
Quote data
| Open: |
5.590 |
| High: |
5.640 |
| Low: |
5.450 |
| Previous Close: |
5.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.97% |
| 3 Months |
|
|
-2.84% |
| YTD |
|
|
+10.51% |
| 1 Year |
|
|
+29.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.750 |
5.410 |
| 6M High / 6M Low: |
6.630 |
3.260 |
| High (YTD): |
2024-03-15 |
6.630 |
| Low (YTD): |
2024-01-17 |
3.910 |
| 52W High: |
2024-03-15 |
6.630 |
| 52W Low: |
2023-10-26 |
1.390 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.978 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.935 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
48.03% |
| Volatility 6M: |
|
55.22% |
| Volatility 1Y: |
|
77.11% |
| Volatility 3Y: |
|
- |
