DZ Bank Call 140 SIE 20.06.2025
/ DE000DJ3QML7
DZ Bank Call 140 SIE 20.06.2025/ DE000DJ3QML7 /
| 2024-11-15 8:24:36 AM |
Chg.+0.09 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.93EUR |
+1.86% |
-
Bid Size: - |
-
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: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.04 |
| Intrinsic value: |
4.74 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
4.74 |
| Time value: |
0.31 |
| Break-even: |
190.50 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.61% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
3.57 |
| Rho: |
0.77 |
Quote data
| Open: |
4.93 |
| High: |
4.93 |
| Low: |
4.93 |
| Previous Close: |
4.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.57% |
| 1 Month |
|
|
+9.56% |
| 3 Months |
|
|
+67.69% |
| YTD |
|
|
+31.47% |
| 1 Year |
|
|
+111.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.93 |
4.16 |
| 1M High / 1M Low: |
4.93 |
4.16 |
| 6M High / 6M Low: |
4.93 |
2.42 |
| High (YTD): |
2024-05-13 |
5.50 |
| Low (YTD): |
2024-08-07 |
2.42 |
| 52W High: |
2024-05-13 |
5.50 |
| 52W Low: |
2023-11-20 |
2.23 |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.04% |
| Volatility 6M: |
|
93.14% |
| Volatility 1Y: |
|
80.87% |
| Volatility 3Y: |
|
- |
