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DZ Bank Call 165 SIE 20.06.2025/  DE000DJ3QMQ6  /

Frankfurt Zert./DZB
11/09/2024  17:04:24 Chg.-0.080 Bid17:30:02 Ask17:30:02 Underlying Strike price Expiration date Option type
1.260EUR -5.97% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 165.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 03/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.77
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -0.26
Time value: 1.38
Break-even: 178.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.99%
Delta: 0.56
Theta: -0.03
Omega: 6.61
Rho: 0.60
 

Quote data

Open: 1.350
High: 1.430
Low: 1.240
Previous Close: 1.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month  
+14.55%
3 Months
  -42.47%
YTD
  -44.98%
1 Year  
+34.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.270
1M High / 1M Low: 1.750 1.060
6M High / 6M Low: 3.470 0.980
High (YTD): 10/05/2024 3.470
Low (YTD): 07/08/2024 0.980
52W High: 10/05/2024 3.470
52W Low: 27/10/2023 0.460
Avg. price 1W:   1.404
Avg. volume 1W:   0.000
Avg. price 1M:   1.443
Avg. volume 1M:   0.000
Avg. price 6M:   2.236
Avg. volume 6M:   9.302
Avg. price 1Y:   1.879
Avg. volume 1Y:   4.688
Volatility 1M:   102.87%
Volatility 6M:   125.66%
Volatility 1Y:   121.13%
Volatility 3Y:   -