DZ Bank Call 135 SIE 19.12.2025
/ DE000DJ23QL5
DZ Bank Call 135 SIE 19.12.2025/ DE000DJ23QL5 /
| 2024-06-04 8:14:35 AM |
Chg.-0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.11EUR |
-0.78% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
135.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ23QL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
4.32 |
| Time value: |
0.86 |
| Break-even: |
186.80 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.57% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.24 |
| Rho: |
1.79 |
Quote data
| Open: |
5.11 |
| High: |
5.11 |
| Low: |
5.11 |
| Previous Close: |
5.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
+0.99% |
| 3 Months |
|
|
-8.09% |
| YTD |
|
|
+14.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.25 |
4.93 |
| 1M High / 1M Low: |
6.16 |
4.76 |
| 6M High / 6M Low: |
6.16 |
3.57 |
| High (YTD): |
2024-05-13 |
6.16 |
| Low (YTD): |
2024-01-17 |
3.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.29% |
| Volatility 6M: |
|
58.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
