DZ Bank Call 15 SFQ 19.12.2025
/ DE000DJ8J8T5
DZ Bank Call 15 SFQ 19.12.2025/ DE000DJ8J8T5 /
| 2024-07-25 1:08:37 PM |
Chg.-0.340 |
Bid1:17:18 PM |
Ask1:17:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-6.48% |
4.890
Bid Size: 12,500 |
4.970
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
15.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8J8T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.24 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
3.72 |
| Time value: |
1.74 |
| Break-even: |
20.46 |
| Moneyness: |
1.25 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.24 |
| Spread %: |
4.60% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.77 |
| Rho: |
0.14 |
Quote data
| Open: |
5.190 |
| High: |
5.190 |
| Low: |
4.910 |
| Previous Close: |
5.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.21% |
| 1 Month |
|
|
-11.05% |
| 3 Months |
|
|
+16.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.700 |
5.250 |
| 1M High / 1M Low: |
5.860 |
4.470 |
| 6M High / 6M Low: |
5.970 |
3.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.84% |
| Volatility 6M: |
|
99.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
