OverviewChartNewsTraderScreen

DZ Bank Call 142.5 SIE 19.12.2025/  DE000DJ23QP6  /

Frankfurt Zert./DZB
11/10/2024  21:34:50 Chg.+0.200 Bid21:58:44 Ask21:58:44 Underlying Strike price Expiration date Option type
4.980EUR +4.18% 4.970
Bid Size: 3,500		 5.010
Ask Size: 3,500		 SIEMENS AG NA O.N. 142.50 EUR 19/12/2025 Call
 

Master data

WKN: DJ23QP
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 142.50 EUR
Maturity: 19/12/2025
Issue date: 11/10/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 5.12
Intrinsic value: 4.33
Implied volatility: 0.20
Historic volatility: 0.24
Parity: 4.33
Time value: 0.68
Break-even: 192.60
Moneyness: 1.30
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 0.80%
Delta: 0.93
Theta: -0.02
Omega: 3.45
Rho: 1.46
 

Quote data

Open: 4.790
High: 4.980
Low: 4.790
Previous Close: 4.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.62%
1 Month  
+57.59%
3 Months     0.00%
YTD  
+22.36%
1 Year  
+159.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.980 4.520
1M High / 1M Low: 4.980 3.110
6M High / 6M Low: 5.550 2.550
High (YTD): 10/05/2024 5.550
Low (YTD): 07/08/2024 2.550
52W High: 10/05/2024 5.550
52W Low: 27/10/2023 1.270
Avg. price 1W:   4.782
Avg. volume 1W:   0.000
Avg. price 1M:   4.111
Avg. volume 1M:   0.000
Avg. price 6M:   4.023
Avg. volume 6M:   0.000
Avg. price 1Y:   3.745
Avg. volume 1Y:   0.000
Volatility 1M:   94.89%
Volatility 6M:   86.63%
Volatility 1Y:   81.49%
Volatility 3Y:   -