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DZ Bank Call 170 SIE 20.06.2025/  DE000DJ3QMR4  /

EUWAX
8/5/2024  8:13:47 AM Chg.-0.380 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.820EUR -31.67% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 170.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.61
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -1.22
Time value: 1.08
Break-even: 180.80
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 3.85%
Delta: 0.46
Theta: -0.03
Omega: 6.79
Rho: 0.55
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 1.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.33%
1 Month
  -61.86%
3 Months
  -65.83%
YTD
  -58.38%
1 Year
  -43.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 0.820
1M High / 1M Low: 2.450 0.820
6M High / 6M Low: 3.150 0.820
High (YTD): 5/13/2024 3.150
Low (YTD): 8/5/2024 0.820
52W High: 5/13/2024 3.150
52W Low: 10/27/2023 0.400
Avg. price 1W:   1.318
Avg. volume 1W:   0.000
Avg. price 1M:   1.820
Avg. volume 1M:   0.000
Avg. price 6M:   2.188
Avg. volume 6M:   0.000
Avg. price 1Y:   1.637
Avg. volume 1Y:   0.000
Volatility 1M:   180.61%
Volatility 6M:   120.05%
Volatility 1Y:   122.28%
Volatility 3Y:   -