DZ Bank Call 125 SIE 19.12.2025
/ DE000DJ23QJ9
DZ Bank Call 125 SIE 19.12.2025/ DE000DJ23QJ9 /
| 2024-05-23 9:04:27 AM |
Chg.+0.080 |
Bid9:27:48 AM |
Ask9:27:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.660EUR |
+1.43% |
5.750
Bid Size: 35,000 |
5.770
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
125.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ23QJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.76 |
| Intrinsic value: |
4.87 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
4.87 |
| Time value: |
0.81 |
| Break-even: |
181.80 |
| Moneyness: |
1.39 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.43% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.92 |
| Rho: |
1.72 |
Quote data
| Open: |
5.610 |
| High: |
5.660 |
| Low: |
5.610 |
| Previous Close: |
5.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.39% |
| 1 Month |
|
|
-3.25% |
| 3 Months |
|
|
-4.07% |
| YTD |
|
|
+6.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.740 |
5.550 |
| 1M High / 1M Low: |
6.970 |
5.550 |
| 6M High / 6M Low: |
6.970 |
3.680 |
| High (YTD): |
2024-05-10 |
6.970 |
| Low (YTD): |
2024-01-17 |
4.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.19% |
| Volatility 6M: |
|
54.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
