DZ Bank Call 160 SIE 20.06.2025
/ DE000DJ3QMP8
DZ Bank Call 160 SIE 20.06.2025/ DE000DJ3QMP8 /
9/11/2024 7:34:27 PM |
Chg.0.000 |
Bid8:01:49 PM |
Ask8:01:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.590EUR |
0.00% |
1.600 Bid Size: 14,000 |
1.640 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: |
9.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
0.24 |
Time value: |
1.40 |
Break-even: |
176.40 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
2.50% |
Delta: |
0.62 |
Theta: |
-0.03 |
Omega: |
6.15 |
Rho: |
0.65 |
Quote data
Open: |
1.600 |
High: |
1.690 |
Low: |
1.480 |
Previous Close: |
1.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.59% |
1 Month |
|
|
+21.37% |
3 Months |
|
|
-36.40% |
YTD |
|
|
-37.65% |
1 Year |
|
|
+48.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.840 |
1.520 |
1M High / 1M Low: |
2.050 |
1.260 |
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: |
|
1.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.707 |
Avg. volume 1M: |
|
727.273 |
Avg. price 6M: |
|
2.544 |
Avg. volume 6M: |
|
248.062 |
Avg. price 1Y: |
|
2.132 |
Avg. volume 1Y: |
|
125 |
Volatility 1M: |
|
101.30% |
Volatility 6M: |
|
120.03% |
Volatility 1Y: |
|
116.84% |
Volatility 3Y: |
|
- |