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DZ Bank Call 14 SFQ 20.12.2024/  DE000DW83UE9  /

Frankfurt Zert./DZB
29/07/2024  21:34:50 Chg.+0.070 Bid21:55:56 Ask21:55:56 Underlying Strike price Expiration date Option type
4.990EUR +1.42% 4.970
Bid Size: 1,250		 5.270
Ask Size: 1,250		 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: 3.53
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 4.52
Implied volatility: 0.52
Historic volatility: 0.31
Parity: 4.52
Time value: 0.73
Break-even: 19.25
Moneyness: 1.32
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.30
Spread %: 6.06%
Delta: 0.85
Theta: -0.01
Omega: 3.02
Rho: 0.04
 

Quote data

Open: 4.990
High: 5.030
Low: 4.850
Previous Close: 4.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.41%
1 Month  
+1.01%
3 Months  
+9.67%
YTD  
+65.23%
1 Year  
+89.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.570 4.810
1M High / 1M Low: 5.760 4.110
6M High / 6M Low: 5.760 2.460
High (YTD): 16/07/2024 5.760
Low (YTD): 17/01/2024 2.080
52W High: 16/07/2024 5.760
52W Low: 24/08/2023 1.220
Avg. price 1W:   5.142
Avg. volume 1W:   0.000
Avg. price 1M:   4.984
Avg. volume 1M:   0.000
Avg. price 6M:   4.213
Avg. volume 6M:   7.874
Avg. price 1Y:   3.135
Avg. volume 1Y:   3.937
Volatility 1M:   110.19%
Volatility 6M:   121.72%
Volatility 1Y:   120.52%
Volatility 3Y:   -