DZ Bank Call 220 SIE 21.03.2025
/ DE000DJ0WZH1
DZ Bank Call 220 SIE 21.03.2025/ DE000DJ0WZH1 /
2024-05-27 11:35:32 AM |
Chg.+0.030 |
Bid11:49:43 AM |
Ask11:49:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+8.11% |
0.400 Bid Size: 35,000 |
0.410 Ask Size: 35,000 |
SIEMENS AG NA O.N. |
220.00 - |
2025-03-21 |
Call |
Master data
WKN: |
DJ0WZH |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-03 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
43.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
-4.27 |
Time value: |
0.41 |
Break-even: |
224.10 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.04 |
Spread %: |
10.81% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
9.32 |
Rho: |
0.28 |
Quote data
Open: |
0.360 |
High: |
0.400 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-6.98% |
3 Months |
|
|
-23.08% |
YTD |
|
|
-14.89% |
1 Year |
|
|
-35.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.300 |
1M High / 1M Low: |
0.690 |
0.300 |
6M High / 6M Low: |
0.780 |
0.250 |
High (YTD): |
2024-03-15 |
0.780 |
Low (YTD): |
2024-01-23 |
0.260 |
52W High: |
2024-03-15 |
0.780 |
52W Low: |
2023-10-27 |
0.060 |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.454 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.423 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.344 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
217.40% |
Volatility 6M: |
|
156.80% |
Volatility 1Y: |
|
256.67% |
Volatility 3Y: |
|
- |