DZ Bank Call 155 SIE 20.06.2025
/ DE000DJ3QMN3
DZ Bank Call 155 SIE 20.06.2025/ DE000DJ3QMN3 /
| 2024-08-05 8:23:04 AM |
Chg.-0.50 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-25.25% |
-
Bid Size: - |
-
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: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.50% |
| 1 Month |
|
|
-52.87% |
| 3 Months |
|
|
-54.32% |
| YTD |
|
|
-45.59% |
| 1 Year |
|
|
-26.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.98 |
| 1M High / 1M Low: |
3.53 |
1.98 |
| 6M High / 6M Low: |
4.24 |
1.98 |
| High (YTD): |
2024-05-13 |
4.24 |
| Low (YTD): |
2024-08-02 |
1.98 |
| 52W High: |
2024-05-13 |
4.24 |
| 52W Low: |
2023-10-26 |
0.56 |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.34 |
| Avg. volume 1Y: |
|
54.72 |
| Volatility 1M: |
|
125.52% |
| Volatility 6M: |
|
95.07% |
| Volatility 1Y: |
|
106.40% |
| Volatility 3Y: |
|
- |
