DZ Bank Call 125 SIE 19.12.2025
/ DE000DJ23QJ9
DZ Bank Call 125 SIE 19.12.2025/ DE000DJ23QJ9 /
| 6/20/2024 10:04:08 AM |
Chg.+0.150 |
Bid10:22:35 AM |
Ask10:22:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.240EUR |
+2.95% |
5.240
Bid Size: 35,000 |
5.260
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
125.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
10/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.20 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
4.32 |
| Time value: |
0.85 |
| Break-even: |
176.70 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.57% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.00 |
| Rho: |
1.55 |
Quote data
| Open: |
5.110 |
| High: |
5.280 |
| Low: |
5.110 |
| Previous Close: |
5.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
-5.59% |
| 3 Months |
|
|
-13.67% |
| YTD |
|
|
-0.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.330 |
4.850 |
| 1M High / 1M Low: |
6.060 |
4.850 |
| 6M High / 6M Low: |
6.970 |
4.270 |
| High (YTD): |
5/10/2024 |
6.970 |
| Low (YTD): |
1/17/2024 |
4.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.63% |
| Volatility 6M: |
|
58.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
