DZ Bank Call 150 SIE 19.12.2025
/ DE000DJ23QS0
DZ Bank Call 150 SIE 19.12.2025/ DE000DJ23QS0 /
| 10/09/2024 08:13:33 |
Chg.-0.09 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-3.32% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
11/10/2023 |
| Last trading day: |
18/12/2025 |
| 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: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.35% |
| 1 Month |
|
|
+4.80% |
| 3 Months |
|
|
-28.22% |
| YTD |
|
|
-25.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.71 |
| 1M High / 1M Low: |
3.17 |
2.28 |
| 6M High / 6M Low: |
4.98 |
2.14 |
| High (YTD): |
13/05/2024 |
4.98 |
| Low (YTD): |
05/08/2024 |
2.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.33% |
| Volatility 6M: |
|
86.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
