DZ Bank Call 150 SIE 19.12.2025
/ DE000DJ23QS0
DZ Bank Call 150 SIE 19.12.2025/ DE000DJ23QS0 /
2024-09-10 9:34:45 PM |
Chg.-0.030 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.620EUR |
-1.13% |
2.620 Bid Size: 3,500 |
2.660 Ask Size: 3,500 |
SIEMENS AG NA O.N. |
150.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ23QS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2023-10-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.76 |
Intrinsic value: |
1.26 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
1.26 |
Time value: |
1.43 |
Break-even: |
176.90 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
1.51% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
4.43 |
Rho: |
1.18 |
Quote data
Open: |
2.620 |
High: |
2.680 |
Low: |
2.520 |
Previous Close: |
2.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.08% |
1 Month |
|
|
+13.91% |
3 Months |
|
|
-29.95% |
YTD |
|
|
-27.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.980 |
2.540 |
1M High / 1M Low: |
3.170 |
2.270 |
6M High / 6M Low: |
4.970 |
2.130 |
High (YTD): |
2024-05-10 |
4.970 |
Low (YTD): |
2024-08-07 |
2.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.772 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.622 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.49% |
Volatility 6M: |
|
89.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |