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DZ Bank Call 170 SIE 21.03.2025/  DE000DJ0S900  /

Frankfurt Zert./DZB
2024-04-26  9:35:16 PM Chg.+0.220 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
2.200EUR +11.11% 2.220
Bid Size: 3,500		 2.260
Ask Size: 3,500		 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: 7.86
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 0.76
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.76
Time value: 1.50
Break-even: 192.60
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.80%
Delta: 0.68
Theta: -0.03
Omega: 5.34
Rho: 0.88
 

Quote data

Open: 2.050
High: 2.240
Low: 2.020
Previous Close: 1.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -2.22%
3 Months  
+37.50%
YTD  
+17.02%
1 Year  
+44.74%
3 Years     -
5 Years     -
1W High / 1W Low: 2.200 1.980
1M High / 1M Low: 2.250 1.900
6M High / 6M Low: 2.950 0.340
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:   2.086
Avg. volume 1W:   0.000
Avg. price 1M:   2.066
Avg. volume 1M:   0.000
Avg. price 6M:   1.640
Avg. volume 6M:   0.000
Avg. price 1Y:   1.403
Avg. volume 1Y:   0.000
Volatility 1M:   91.18%
Volatility 6M:   129.55%
Volatility 1Y:   127.05%
Volatility 3Y:   -