DZ Bank Call 165 SIE 19.12.2025
/ DE000DJ23QV4
DZ Bank Call 165 SIE 19.12.2025/ DE000DJ23QV4 /
| 2024-07-10 4:04:59 PM |
Chg.+0.220 |
Bid4:20:33 PM |
Ask4:20:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
+8.33% |
2.850
Bid Size: 35,000 |
2.860
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
165.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ23QV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
0.83 |
| Time value: |
1.85 |
| Break-even: |
191.80 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.52% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
1.36 |
Quote data
| Open: |
2.640 |
| High: |
2.860 |
| Low: |
2.640 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.35% |
| 1 Month |
|
|
+1.42% |
| 3 Months |
|
|
-4.67% |
| YTD |
|
|
+2.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.640 |
| 1M High / 1M Low: |
3.010 |
2.250 |
| 6M High / 6M Low: |
3.920 |
2.030 |
| High (YTD): |
2024-05-10 |
3.920 |
| Low (YTD): |
2024-01-17 |
2.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.41% |
| Volatility 6M: |
|
85.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
