DZ Bank Call 130 SIE 19.12.2025
/ DE000DJ23QK7
DZ Bank Call 130 SIE 19.12.2025/ DE000DJ23QK7 /
2024-05-13 8:13:34 AM |
Chg.+0.08 |
Bid7:13:49 PM |
Ask7:13:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.58EUR |
+1.23% |
6.53 Bid Size: 14,000 |
6.61 Ask Size: 14,000 |
SIEMENS AG NA O.N. |
130.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ23QK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2023-10-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.73 |
Intrinsic value: |
5.84 |
Implied volatility: |
0.17 |
Historic volatility: |
0.22 |
Parity: |
5.84 |
Time value: |
0.81 |
Break-even: |
196.50 |
Moneyness: |
1.45 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
1.22% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.78 |
Rho: |
1.90 |
Quote data
Open: |
6.58 |
High: |
6.58 |
Low: |
6.58 |
Previous Close: |
6.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.71% |
1 Month |
|
|
+21.63% |
3 Months |
|
|
+41.51% |
YTD |
|
|
+36.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.50 |
5.59 |
1M High / 1M Low: |
6.50 |
5.21 |
6M High / 6M Low: |
6.50 |
2.23 |
High (YTD): |
2024-05-10 |
6.50 |
Low (YTD): |
2024-01-17 |
3.89 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.26% |
Volatility 6M: |
|
61.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |