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DZ Bank Call 14 SFQ 20.12.2024/  DE000DW83UE9  /

Frankfurt Zert./DZB
12/11/2024  21:34:53 Chg.-0.900 Bid21:59:40 Ask- Underlying Strike price Expiration date Option type
0.490EUR -64.75% 0.520
Bid Size: 1,250		 -
Ask Size: -		 SAF-HOLLAND SE INH ... 14.00 - 20/12/2024 Call
 

Master data

WKN: DW83UE
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.68
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.84
Implied volatility: 0.47
Historic volatility: 0.30
Parity: 0.84
Time value: 0.55
Break-even: 15.39
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.68
Theta: -0.01
Omega: 7.30
Rho: 0.01
 

Quote data

Open: 1.140
High: 1.140
Low: 0.300
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.94%
1 Month
  -68.59%
3 Months
  -88.16%
YTD
  -83.77%
1 Year
  -70.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 0.670
1M High / 1M Low: 1.390 0.670
6M High / 6M Low: 5.760 0.670
High (YTD): 16/07/2024 5.760
Low (YTD): 06/11/2024 0.670
52W High: 16/07/2024 5.760
52W Low: 06/11/2024 0.670
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   0.980
Avg. volume 1M:   0.000
Avg. price 6M:   3.356
Avg. volume 6M:   0.000
Avg. price 1Y:   3.439
Avg. volume 1Y:   3.922
Volatility 1M:   356.64%
Volatility 6M:   191.01%
Volatility 1Y:   155.20%
Volatility 3Y:   -