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DZ Bank Call 160 SIE 20.06.2025/  DE000DJ3QMP8  /

Frankfurt Zert./DZB
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:   -