DZ Bank Call 142.5 SIE 19.12.2025
/ DE000DJ23QP6
DZ Bank Call 142.5 SIE 19.12.2025/ DE000DJ23QP6 /
| 15/11/2024 08:14:09 |
Chg.+0.20 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.94EUR |
+4.22% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.16 |
| Intrinsic value: |
4.49 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.23 |
| Parity: |
4.49 |
| Time value: |
0.50 |
| Break-even: |
192.40 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
0.81% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.67 |
| Rho: |
1.45 |
Quote data
| Open: |
4.94 |
| High: |
4.94 |
| Low: |
4.94 |
| Previous Close: |
4.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.76% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
+59.35% |
| YTD |
|
|
+24.12% |
| 1 Year |
|
|
+98.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.21 |
| 1M High / 1M Low: |
5.08 |
4.21 |
| 6M High / 6M Low: |
5.08 |
2.48 |
| High (YTD): |
13/05/2024 |
5.56 |
| Low (YTD): |
05/08/2024 |
2.48 |
| 52W High: |
13/05/2024 |
5.56 |
| 52W Low: |
05/08/2024 |
2.48 |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.32% |
| Volatility 6M: |
|
85.73% |
| Volatility 1Y: |
|
74.54% |
| Volatility 3Y: |
|
- |
