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DZ Bank Call 155 SIE 20.06.2025/  DE000DJ3QMN3  /

Frankfurt Zert./DZB
2024-08-05  9:35:16 PM Chg.-0.400 Bid9:59:38 PM Ask2024-08-05 Underlying Strike price Expiration date Option type
1.370EUR -22.60% 1.350
Bid Size: 3,500		 -
Ask Size: -		 SIEMENS AG NA O.N. 155.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3QMN
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.82
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.28
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.28
Time value: 1.51
Break-even: 172.90
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.29%
Delta: 0.63
Theta: -0.03
Omega: 5.56
Rho: 0.71
 

Quote data

Open: 1.520
High: 1.630
Low: 1.370
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.92%
1 Month
  -56.37%
3 Months
  -59.23%
YTD
  -51.25%
1 Year
  -30.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.440 1.770
1M High / 1M Low: 3.610 1.770
6M High / 6M Low: 4.230 1.770
High (YTD): 2024-05-10 4.230
Low (YTD): 2024-08-02 1.770
52W High: 2024-05-10 4.230
52W Low: 2023-10-27 0.580
Avg. price 1W:   2.212
Avg. volume 1W:   0.000
Avg. price 1M:   2.777
Avg. volume 1M:   0.000
Avg. price 6M:   3.123
Avg. volume 6M:   0.000
Avg. price 1Y:   2.343
Avg. volume 1Y:   3.937
Volatility 1M:   132.25%
Volatility 6M:   103.10%
Volatility 1Y:   108.63%
Volatility 3Y:   -