DZ Bank Call 160 SIE 19.12.2025
/ DE000DJ23QU6
DZ Bank Call 160 SIE 19.12.2025/ DE000DJ23QU6 /
| 15/11/2024 08:14:09 |
Chg.-0.45 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
-11.17% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
160.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ23QU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
11/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
2.74 |
| Time value: |
0.87 |
| Break-even: |
196.10 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.12% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
4.40 |
| Rho: |
1.34 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.50% |
| 1 Month |
|
|
+6.23% |
| 3 Months |
|
|
+76.35% |
| YTD |
|
|
+20.95% |
| 1 Year |
|
|
+104.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
2.93 |
| 1M High / 1M Low: |
4.03 |
2.93 |
| 6M High / 6M Low: |
4.03 |
1.57 |
| High (YTD): |
13/05/2024 |
4.21 |
| Low (YTD): |
05/08/2024 |
1.57 |
| 52W High: |
13/05/2024 |
4.21 |
| 52W Low: |
05/08/2024 |
1.57 |
| Avg. price 1W: |
|
3.40 |
| Avg. volume 1W: |
|
1,160 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
252.17 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
59.85 |
| Avg. price 1Y: |
|
2.90 |
| Avg. volume 1Y: |
|
36.33 |
| Volatility 1M: |
|
158.46% |
| Volatility 6M: |
|
116.29% |
| Volatility 1Y: |
|
96.47% |
| Volatility 3Y: |
|
- |
