DZ Bank Call 155 SIE 20.06.2025
/ DE000DJ3QMN3
DZ Bank Call 155 SIE 20.06.2025/ DE000DJ3QMN3 /
11/07/2024 08:25:52 |
Chg.+0.27 |
Bid13:16:43 |
Ask13:16:43 |
Underlying |
Strike price |
Expiration date |
Option type |
3.08EUR |
+9.61% |
3.04 Bid Size: 35,000 |
3.05 Ask Size: 35,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
03/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.16 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
2.14 |
Time value: |
0.97 |
Break-even: |
186.10 |
Moneyness: |
1.14 |
Premium: |
0.06 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
1.30% |
Delta: |
0.81 |
Theta: |
-0.03 |
Omega: |
4.57 |
Rho: |
1.05 |
Quote data
Open: |
3.08 |
High: |
3.08 |
Low: |
3.08 |
Previous Close: |
2.81 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.67% |
3 Months |
|
|
-3.45% |
YTD |
|
|
+13.24% |
1 Year |
|
|
+63.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.16 |
2.81 |
1M High / 1M Low: |
3.20 |
2.37 |
6M High / 6M Low: |
4.24 |
2.00 |
High (YTD): |
13/05/2024 |
4.24 |
Low (YTD): |
17/01/2024 |
2.00 |
52W High: |
13/05/2024 |
4.24 |
52W Low: |
26/10/2023 |
0.56 |
Avg. price 1W: |
|
3.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.30 |
Avg. volume 1Y: |
|
54.30 |
Volatility 1M: |
|
120.50% |
Volatility 6M: |
|
86.68% |
Volatility 1Y: |
|
103.87% |
Volatility 3Y: |
|
- |