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DZ Bank Call 165 SIE 20.06.2025/  DE000DJ3QMQ6  /

Frankfurt Zert./DZB
2024-08-05  9:34:53 PM Chg.-0.200 Bid9:59:41 PM Ask2024-08-05 Underlying Strike price Expiration date Option type
1.070EUR -15.75% 1.060
Bid Size: 3,500		 -
Ask Size: -		 SIEMENS AG NA O.N. 165.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3QMQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.23
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -0.72
Time value: 1.29
Break-even: 177.90
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 3.20%
Delta: 0.52
Theta: -0.03
Omega: 6.36
Rho: 0.60
 

Quote data

Open: 1.060
High: 1.180
Low: 1.010
Previous Close: 1.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.22%
1 Month
  -55.79%
3 Months
  -60.07%
YTD
  -53.28%
1 Year
  -32.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.270
1M High / 1M Low: 2.850 1.270
6M High / 6M Low: 3.470 1.270
High (YTD): 2024-05-10 3.470
Low (YTD): 2024-08-02 1.270
52W High: 2024-05-10 3.470
52W Low: 2023-10-27 0.460
Avg. price 1W:   1.634
Avg. volume 1W:   0.000
Avg. price 1M:   2.116
Avg. volume 1M:   0.000
Avg. price 6M:   2.467
Avg. volume 6M:   9.449
Avg. price 1Y:   1.853
Avg. volume 1Y:   4.724
Volatility 1M:   149.25%
Volatility 6M:   115.46%
Volatility 1Y:   117.43%
Volatility 3Y:   -