DZ Bank Call 130 SIE 19.12.2025
/ DE000DJ23QK7
DZ Bank Call 130 SIE 19.12.2025/ DE000DJ23QK7 /
| 27/05/2024 08:13:07 |
Chg.+0.12 |
Bid16:47:02 |
Ask16:47:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.49EUR |
+2.23% |
5.67
Bid Size: 35,000 |
5.69
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
130.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
11/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.67 |
| Intrinsic value: |
4.73 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
4.73 |
| Time value: |
0.86 |
| Break-even: |
185.90 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.45% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.00 |
| Rho: |
1.75 |
Quote data
| Open: |
5.49 |
| High: |
5.49 |
| Low: |
5.49 |
| Previous Close: |
5.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.19% |
| 1 Month |
|
|
+1.48% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+13.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.37 |
5.17 |
| 1M High / 1M Low: |
6.58 |
5.17 |
| 6M High / 6M Low: |
6.58 |
3.40 |
| High (YTD): |
13/05/2024 |
6.58 |
| Low (YTD): |
17/01/2024 |
3.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.93% |
| Volatility 6M: |
|
55.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
