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DZ Bank Call 170 SIE 21.03.2025/  DE000DJ0S900  /

Frankfurt Zert./DZB
2024-05-23  7:34:58 PM Chg.+0.220 Bid7:51:23 PM Ask7:51:23 PM Underlying Strike price Expiration date Option type
2.040EUR +12.09% 2.010
Bid Size: 14,000		 2.090
Ask Size: 14,000		 SIEMENS AG NA O.N. 170.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S90
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.09
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 0.37
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.37
Time value: 1.54
Break-even: 189.10
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.08
Spread %: 4.37%
Delta: 0.64
Theta: -0.03
Omega: 5.81
Rho: 0.76
 

Quote data

Open: 1.860
High: 2.110
Low: 1.860
Previous Close: 1.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.81%
1 Month
  -2.86%
3 Months
  -6.42%
YTD  
+8.51%
1 Year  
+13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.790
1M High / 1M Low: 2.930 1.790
6M High / 6M Low: 2.950 0.980
High (YTD): 2024-03-15 2.950
Low (YTD): 2024-01-17 1.230
52W High: 2024-03-15 2.950
52W Low: 2023-10-27 0.290
Avg. price 1W:   1.832
Avg. volume 1W:   0.000
Avg. price 1M:   2.241
Avg. volume 1M:   0.000
Avg. price 6M:   1.886
Avg. volume 6M:   0.000
Avg. price 1Y:   1.445
Avg. volume 1Y:   0.000
Volatility 1M:   144.28%
Volatility 6M:   105.91%
Volatility 1Y:   129.77%
Volatility 3Y:   -