DZ Bank Call 160 SIE 20.06.2025
/ DE000DJ3QMP8
DZ Bank Call 160 SIE 20.06.2025/ DE000DJ3QMP8 /
8/16/2024 5:04:32 PM |
Chg.+0.050 |
Bid5:48:34 PM |
Ask5:48:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
+3.23% |
1.590 Bid Size: 14,000 |
1.630 Ask Size: 14,000 |
SIEMENS AG NA O.N. |
160.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ3QMP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
7/3/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.20 |
Historic volatility: |
0.24 |
Parity: |
0.27 |
Time value: |
1.32 |
Break-even: |
175.90 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
2.58% |
Delta: |
0.64 |
Theta: |
-0.03 |
Omega: |
6.50 |
Rho: |
0.74 |
Quote data
Open: |
1.570 |
High: |
1.610 |
Low: |
1.540 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.14% |
1 Month |
|
|
-47.88% |
3 Months |
|
|
-41.39% |
YTD |
|
|
-37.25% |
1 Year |
|
|
+33.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.260 |
1M High / 1M Low: |
3.070 |
1.180 |
6M High / 6M Low: |
3.850 |
1.180 |
High (YTD): |
5/10/2024 |
3.850 |
Low (YTD): |
8/7/2024 |
1.180 |
52W High: |
5/10/2024 |
3.850 |
52W Low: |
10/27/2023 |
0.530 |
Avg. price 1W: |
|
1.376 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.889 |
Avg. volume 1M: |
|
695.652 |
Avg. price 6M: |
|
2.719 |
Avg. volume 6M: |
|
125.984 |
Avg. price 1Y: |
|
2.087 |
Avg. volume 1Y: |
|
62.500 |
Volatility 1M: |
|
167.89% |
Volatility 6M: |
|
119.71% |
Volatility 1Y: |
|
116.10% |
Volatility 3Y: |
|
- |