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DZ Bank Call 160 SIE 21.03.2025/  DE000DJ0S9Y0  /

Frankfurt Zert./DZB
2024-05-31  9:35:24 PM Chg.+0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
2.560EUR +0.79% 2.640
Bid Size: 3,500		 2.800
Ask Size: 3,500		 SIEMENS AG NA O.N. 160.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S9Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 1.63
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 1.63
Time value: 1.17
Break-even: 188.00
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.16
Spread %: 6.06%
Delta: 0.75
Theta: -0.03
Omega: 4.70
Rho: 0.83
 

Quote data

Open: 2.540
High: 2.630
Low: 2.520
Previous Close: 2.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.40%
1 Month
  -2.66%
3 Months
  -22.19%
YTD  
+7.11%
1 Year  
+2.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.770 2.540
1M High / 1M Low: 3.620 2.340
6M High / 6M Low: 3.640 1.610
High (YTD): 2024-03-15 3.640
Low (YTD): 2024-01-17 1.610
52W High: 2024-03-15 3.640
52W Low: 2023-10-27 0.370
Avg. price 1W:   2.620
Avg. volume 1W:   0.000
Avg. price 1M:   2.822
Avg. volume 1M:   0.000
Avg. price 6M:   2.476
Avg. volume 6M:   971.774
Avg. price 1Y:   1.835
Avg. volume 1Y:   472.549
Volatility 1M:   126.44%
Volatility 6M:   96.67%
Volatility 1Y:   123.80%
Volatility 3Y:   -