DZ Bank Call 130 SIE 21.03.2025
/ DE000DJ0S9S2
DZ Bank Call 130 SIE 21.03.2025/ DE000DJ0S9S2 /
| 2024-05-02 12:04:47 PM |
Chg.-0.120 |
Bid9:58:02 PM |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.020EUR |
-2.33% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
130.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S9S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-05-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.85 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
4.37 |
| Time value: |
0.71 |
| Break-even: |
180.80 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.59% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
3.05 |
| Rho: |
0.86 |
Quote data
| Open: |
5.130 |
| High: |
5.190 |
| Low: |
5.000 |
| Previous Close: |
5.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.14% |
| 3 Months |
|
|
-3.65% |
| YTD |
|
|
+10.57% |
| 1 Year |
|
|
+28.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.300 |
4.970 |
| 6M High / 6M Low: |
6.180 |
2.910 |
| High (YTD): |
2024-03-15 |
6.180 |
| Low (YTD): |
2024-01-17 |
3.530 |
| 52W High: |
2024-03-15 |
6.180 |
| 52W Low: |
2023-10-27 |
1.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.573 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.88% |
| Volatility 6M: |
|
58.48% |
| Volatility 1Y: |
|
81.23% |
| Volatility 3Y: |
|
- |
