DZ Bank Call 155 SIE 20.06.2025
/ DE000DJ3QMN3
DZ Bank Call 155 SIE 20.06.2025/ DE000DJ3QMN3 /
| 7/11/2024 8:25:52 AM |
Chg.+0.27 |
Bid1:16:43 PM |
Ask1:16:43 PM |
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 |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/3/2023 |
| Last trading day: |
6/19/2025 |
| 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): |
5/13/2024 |
4.24 |
| Low (YTD): |
1/17/2024 |
2.00 |
| 52W High: |
5/13/2024 |
4.24 |
| 52W Low: |
10/26/2023 |
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: |
|
- |
