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DZ Bank Call 150 SIE 21.03.2025/  DE000DJ0S9W4  /

Frankfurt Zert./DZB
2024-05-24  9:34:45 PM Chg.+0.130 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
3.490EUR +3.87% 3.500
Bid Size: 3,500		 3.540
Ask Size: 3,500		 SIEMENS AG NA O.N. 150.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S9W
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.01
Leverage: Yes

Calculated values

Fair value: 3.49
Intrinsic value: 2.73
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 2.73
Time value: 0.81
Break-even: 185.40
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.14%
Delta: 0.85
Theta: -0.03
Omega: 4.23
Rho: 0.94
 

Quote data

Open: 3.350
High: 3.530
Low: 3.350
Previous Close: 3.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.44%
1 Month
  -3.32%
3 Months
  -4.90%
YTD  
+14.43%
1 Year  
+20.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.490 3.160
1M High / 1M Low: 4.540 3.160
6M High / 6M Low: 4.540 1.770
High (YTD): 2024-05-10 4.540
Low (YTD): 2024-01-17 2.190
52W High: 2024-05-10 4.540
52W Low: 2023-10-27 0.590
Avg. price 1W:   3.276
Avg. volume 1W:   0.000
Avg. price 1M:   3.710
Avg. volume 1M:   0.000
Avg. price 6M:   3.143
Avg. volume 6M:   0.000
Avg. price 1Y:   2.401
Avg. volume 1Y:   0.000
Volatility 1M:   112.82%
Volatility 6M:   83.45%
Volatility 1Y:   105.35%
Volatility 3Y:   -