DZ Bank Call 150 SIE 20.06.2025
/ DE000DJ3QMM5
DZ Bank Call 150 SIE 20.06.2025/ DE000DJ3QMM5 /
| 06/08/2024 08:18:18 |
Chg.+0.14 |
Bid08:55:07 |
Ask08:55:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+7.65% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
03/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.78 |
| Time value: |
1.30 |
| Break-even: |
170.80 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.96% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
5.18 |
| Rho: |
0.76 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.57% |
| 1 Month |
|
|
-44.03% |
| 3 Months |
|
|
-47.33% |
| YTD |
|
|
-35.83% |
| 1 Year |
|
|
-12.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
1.83 |
| 1M High / 1M Low: |
3.93 |
1.83 |
| 6M High / 6M Low: |
4.65 |
1.83 |
| High (YTD): |
13/05/2024 |
4.65 |
| Low (YTD): |
05/08/2024 |
1.83 |
| 52W High: |
13/05/2024 |
4.65 |
| 52W Low: |
26/10/2023 |
0.70 |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
133.38% |
| Volatility 6M: |
|
93.63% |
| Volatility 1Y: |
|
100.72% |
| Volatility 3Y: |
|
- |
