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DZ Bank Call 15 SFQ 20.06.2025/  DE000DJ4BUB1  /

Frankfurt Zert./DZB
2024-07-29  9:35:20 PM Chg.+0.050 Bid9:55:56 PM Ask9:55:56 PM Underlying Strike price Expiration date Option type
4.760EUR +1.06% 4.750
Bid Size: 1,250		 4.990
Ask Size: 1,250		 SAF-HOLLAND SE INH ... 15.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4BUB
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 4.53
Intrinsic value: 3.52
Implied volatility: 0.40
Historic volatility: 0.31
Parity: 3.52
Time value: 1.45
Break-even: 19.97
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.24
Spread %: 5.07%
Delta: 0.80
Theta: 0.00
Omega: 2.97
Rho: 0.09
 

Quote data

Open: 4.760
High: 4.800
Low: 4.630
Previous Close: 4.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.19%
1 Month
  -0.42%
3 Months  
+12.53%
YTD  
+52.56%
1 Year  
+71.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.300 4.610
1M High / 1M Low: 5.490 4.030
6M High / 6M Low: 5.490 2.580
High (YTD): 2024-07-16 5.490
Low (YTD): 2024-01-17 2.250
52W High: 2024-07-16 5.490
52W Low: 2023-08-24 1.390
Avg. price 1W:   4.910
Avg. volume 1W:   0.000
Avg. price 1M:   4.800
Avg. volume 1M:   0.000
Avg. price 6M:   4.077
Avg. volume 6M:   0.000
Avg. price 1Y:   3.146
Avg. volume 1Y:   0.000
Volatility 1M:   102.39%
Volatility 6M:   112.86%
Volatility 1Y:   108.31%
Volatility 3Y:   -