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DZ Bank Call 145 SIE 19.12.2025/  DE000DJ23QQ4  /

Frankfurt Zert./DZB
15/11/2024  21:34:53 Chg.-0.080 Bid21:59:40 Ask21:59:40 Underlying Strike price Expiration date Option type
4.690EUR -1.68% 4.750
Bid Size: 3,500		 4.790
Ask Size: 3,500		 SIEMENS AG NA O.N. 145.00 EUR 19/12/2025 Call
 

Master data

WKN: DJ23QQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 EUR
Maturity: 19/12/2025
Issue date: 11/10/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 4.95
Intrinsic value: 4.24
Implied volatility: 0.18
Historic volatility: 0.23
Parity: 4.24
Time value: 0.55
Break-even: 192.90
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 0.84%
Delta: 0.95
Theta: -0.02
Omega: 3.73
Rho: 1.43
 

Quote data

Open: 4.720
High: 4.850
Low: 4.670
Previous Close: 4.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.11%
1 Month  
+2.85%
3 Months  
+58.98%
YTD  
+19.95%
1 Year  
+90.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.770 4.090
1M High / 1M Low: 4.860 4.070
6M High / 6M Low: 4.860 2.410
High (YTD): 10/05/2024 5.350
Low (YTD): 07/08/2024 2.410
52W High: 10/05/2024 5.350
52W Low: 07/08/2024 2.410
Avg. price 1W:   4.460
Avg. volume 1W:   0.000
Avg. price 1M:   4.404
Avg. volume 1M:   0.000
Avg. price 6M:   3.832
Avg. volume 6M:   0.000
Avg. price 1Y:   3.864
Avg. volume 1Y:   0.000
Volatility 1M:   93.87%
Volatility 6M:   89.09%
Volatility 1Y:   78.51%
Volatility 3Y:   -