DZ Bank Call 135 SIE 19.12.2025
/ DE000DJ23QL5
DZ Bank Call 135 SIE 19.12.2025/ DE000DJ23QL5 /
| 20/09/2024 21:34:41 |
Chg.-0.270 |
Bid21:58:50 |
Ask21:58:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.870EUR |
-6.52% |
3.900
Bid Size: 3,500 |
3.940
Ask Size: 3,500 |
SIEMENS AG NA O.N. |
135.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
11/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.24 |
| Parity: |
3.17 |
| Time value: |
0.77 |
| Break-even: |
174.40 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.03% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.77 |
| Rho: |
1.36 |
Quote data
| Open: |
4.140 |
| High: |
4.140 |
| Low: |
3.850 |
| Previous Close: |
4.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.59% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
-9.37% |
| YTD |
|
|
-15.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.140 |
3.650 |
| 1M High / 1M Low: |
4.260 |
3.520 |
| 6M High / 6M Low: |
6.150 |
3.030 |
| High (YTD): |
10/05/2024 |
6.150 |
| Low (YTD): |
07/08/2024 |
3.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.66% |
| Volatility 6M: |
|
73.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
