DZ Bank Call 150 SIE 20.06.2025
/ DE000DJ3QMM5
DZ Bank Call 150 SIE 20.06.2025/ DE000DJ3QMM5 /
| 2024-07-10 8:25:50 AM |
Chg.-0.28 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
-8.09% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.07% |
| 1 Month |
|
|
-2.45% |
| 3 Months |
|
|
-9.92% |
| YTD |
|
|
+3.58% |
| 1 Year |
|
|
+58.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
3.35 |
| 1M High / 1M Low: |
3.57 |
2.70 |
| 6M High / 6M Low: |
4.65 |
2.27 |
| High (YTD): |
2024-05-13 |
4.65 |
| Low (YTD): |
2024-01-17 |
2.27 |
| 52W High: |
2024-05-13 |
4.65 |
| 52W Low: |
2023-10-26 |
0.70 |
| Avg. price 1W: |
|
3.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.10% |
| Volatility 6M: |
|
80.69% |
| Volatility 1Y: |
|
96.28% |
| Volatility 3Y: |
|
- |
