DZ Bank Call 140 SIE 20.06.2025
/ DE000DJ3QML7
DZ Bank Call 140 SIE 20.06.2025/ DE000DJ3QML7 /
| 8/6/2024 8:18:18 AM |
Chg.+0.18 |
Bid10:11:32 AM |
Ask10:11:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+7.41% |
2.42
Bid Size: 35,000 |
2.43
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
140.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ3QML |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/3/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
1.02 |
| Break-even: |
165.30 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
5.42% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.64 |
| Rho: |
0.80 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.78% |
| 1 Month |
|
|
-39.86% |
| 3 Months |
|
|
-42.51% |
| YTD |
|
|
-30.40% |
| 1 Year |
|
|
-5.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.57 |
2.43 |
| 1M High / 1M Low: |
4.79 |
2.43 |
| 6M High / 6M Low: |
5.50 |
2.43 |
| High (YTD): |
5/13/2024 |
5.50 |
| Low (YTD): |
8/5/2024 |
2.43 |
| 52W High: |
5/13/2024 |
5.50 |
| 52W Low: |
10/26/2023 |
0.95 |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
120.29% |
| Volatility 6M: |
|
83.11% |
| Volatility 1Y: |
|
90.54% |
| Volatility 3Y: |
|
- |
