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DZ Bank Call 140 SIE 20.06.2025/  DE000DJ3QML7  /

Frankfurt Zert./DZB
2024-08-05  9:34:52 PM Chg.-0.290 Bid9:59:41 PM Ask2024-08-05 Underlying Strike price Expiration date Option type
2.420EUR -10.70% 2.400
Bid Size: 3,500		 -
Ask Size: -		 SIEMENS AG NA O.N. 140.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 1.78
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 1.78
Time value: 0.95
Break-even: 167.30
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.49%
Delta: 0.78
Theta: -0.03
Omega: 4.51
Rho: 0.84
 

Quote data

Open: 2.400
High: 2.530
Low: 2.240
Previous Close: 2.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.86%
1 Month
  -44.24%
3 Months
  -46.58%
YTD
  -36.98%
1 Year
  -10.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.570 2.710
1M High / 1M Low: 4.890 2.710
6M High / 6M Low: 5.480 2.710
High (YTD): 2024-05-10 5.480
Low (YTD): 2024-08-02 2.710
52W High: 2024-05-10 5.480
52W Low: 2023-10-27 0.970
Avg. price 1W:   3.274
Avg. volume 1W:   0.000
Avg. price 1M:   3.931
Avg. volume 1M:   0.000
Avg. price 6M:   4.259
Avg. volume 6M:   0.000
Avg. price 1Y:   3.275
Avg. volume 1Y:   0.000
Volatility 1M:   110.13%
Volatility 6M:   85.98%
Volatility 1Y:   91.15%
Volatility 3Y:   -