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DZ Bank Call 150 SIE 20.06.2025/  DE000DJ3QMM5  /

Frankfurt Zert./DZB
2024-07-10  9:35:13 PM Chg.+0.260 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
3.440EUR +8.18% 3.450
Bid Size: 3,500		 3.490
Ask Size: 3,500		 SIEMENS AG NA O.N. 150.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3QMM
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 2.33
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 2.33
Time value: 0.89
Break-even: 182.20
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.26%
Delta: 0.83
Theta: -0.02
Omega: 4.44
Rho: 1.05
 

Quote data

Open: 3.180
High: 3.440
Low: 3.180
Previous Close: 3.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.58%
1 Month  
+2.99%
3 Months
  -2.82%
YTD  
+8.86%
1 Year  
+69.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.520 3.180
1M High / 1M Low: 3.570 2.670
6M High / 6M Low: 4.630 2.290
High (YTD): 2024-05-10 4.630
Low (YTD): 2024-01-17 2.290
52W High: 2024-05-10 4.630
52W Low: 2023-10-27 0.720
Avg. price 1W:   3.426
Avg. volume 1W:   0.000
Avg. price 1M:   3.165
Avg. volume 1M:   0.000
Avg. price 6M:   3.413
Avg. volume 6M:   0.000
Avg. price 1Y:   2.588
Avg. volume 1Y:   0.000
Volatility 1M:   113.18%
Volatility 6M:   87.12%
Volatility 1Y:   97.91%
Volatility 3Y:   -