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DZ Bank Call 160 SIE 20.06.2025/  DE000DJ3QMP8  /

Frankfurt Zert./DZB
2024-07-10  9:34:51 PM Chg.+0.240 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
2.700EUR +9.76% 2.720
Bid Size: 3,500		 2.760
Ask Size: 3,500		 SIEMENS AG NA O.N. 160.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.93
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 1.33
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 1.33
Time value: 1.17
Break-even: 185.00
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.63%
Delta: 0.74
Theta: -0.03
Omega: 5.14
Rho: 0.98
 

Quote data

Open: 2.470
High: 2.700
Low: 2.460
Previous Close: 2.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.10%
1 Month  
+2.27%
3 Months
  -5.59%
YTD  
+5.88%
1 Year  
+67.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.460
1M High / 1M Low: 2.840 2.040
6M High / 6M Low: 3.850 1.780
High (YTD): 2024-05-10 3.850
Low (YTD): 2024-01-17 1.780
52W High: 2024-05-10 3.850
52W Low: 2023-10-27 0.530
Avg. price 1W:   2.692
Avg. volume 1W:   0.000
Avg. price 1M:   2.471
Avg. volume 1M:   0.000
Avg. price 6M:   2.737
Avg. volume 6M:   0.000
Avg. price 1Y:   2.058
Avg. volume 1Y:   0.000
Volatility 1M:   131.27%
Volatility 6M:   98.58%
Volatility 1Y:   108.77%
Volatility 3Y:   -