DZ Bank Call 170 SIE 19.12.2025
/ DE000DJ278U7
DZ Bank Call 170 SIE 19.12.2025/ DE000DJ278U7 /
2024-09-10 8:24:11 AM |
Chg.-0.08 |
Bid8:47:55 PM |
Ask8:47:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.60EUR |
-4.76% |
1.60 Bid Size: 14,000 |
1.64 Ask Size: 14,000 |
SIEMENS AG NA O.N. |
170.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ278U |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2023-10-16 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
-0.74 |
Time value: |
1.67 |
Break-even: |
186.70 |
Moneyness: |
0.96 |
Premium: |
0.15 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
2.45% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
5.37 |
Rho: |
0.93 |
Quote data
Open: |
1.60 |
High: |
1.60 |
Low: |
1.60 |
Previous Close: |
1.68 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.40% |
1 Month |
|
|
+3.90% |
3 Months |
|
|
-35.48% |
YTD |
|
|
-35.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.01 |
1.68 |
1M High / 1M Low: |
2.01 |
1.37 |
6M High / 6M Low: |
3.62 |
1.28 |
High (YTD): |
2024-05-13 |
3.62 |
Low (YTD): |
2024-08-05 |
1.28 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.44% |
Volatility 6M: |
|
104.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |