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DZ Bank Call 170 SIE 20.06.2025/  DE000DJ3QMR4  /

Frankfurt Zert./DZB
15/11/2024  21:34:46 Chg.-0.070 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
2.400EUR -2.83% 2.440
Bid Size: 3,500		 2.480
Ask Size: 3,500		 SIEMENS AG NA O.N. 170.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ3QMR
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 20/06/2025
Issue date: 03/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.56
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 1.74
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 1.74
Time value: 0.74
Break-even: 194.80
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.64%
Delta: 0.78
Theta: -0.03
Omega: 5.89
Rho: 0.72
 

Quote data

Open: 2.430
High: 2.530
Low: 2.380
Previous Close: 2.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.15%
1 Month  
+3.90%
3 Months  
+120.18%
YTD  
+18.23%
1 Year  
+124.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.470 1.890
1M High / 1M Low: 2.520 1.890
6M High / 6M Low: 2.530 0.790
High (YTD): 10/05/2024 3.140
Low (YTD): 07/08/2024 0.790
52W High: 10/05/2024 3.140
52W Low: 07/08/2024 0.790
Avg. price 1W:   2.194
Avg. volume 1W:   0.000
Avg. price 1M:   2.157
Avg. volume 1M:   0.000
Avg. price 6M:   1.788
Avg. volume 6M:   534.351
Avg. price 1Y:   1.907
Avg. volume 1Y:   274.510
Volatility 1M:   161.40%
Volatility 6M:   149.20%
Volatility 1Y:   125.25%
Volatility 3Y:   -