DZ Bank Call 15 SFQ 20.06.2025/  DE000DJ4BUB1  /

EUWAX
2024-07-29  8:24:52 AM Chg.+0.17 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.75EUR +3.71% -
Bid Size: -
-
Ask Size: -
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: 4.75
High: 4.75
Low: 4.75
Previous Close: 4.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month
  -0.21%
3 Months  
+12.56%
YTD  
+46.60%
1 Year  
+71.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.35 4.58
1M High / 1M Low: 5.49 4.07
6M High / 6M Low: 5.49 2.60
High (YTD): 2024-07-17 5.49
Low (YTD): 2024-01-17 2.26
52W High: 2024-07-17 5.49
52W Low: 2023-08-24 1.42
Avg. price 1W:   5.01
Avg. volume 1W:   0.00
Avg. price 1M:   4.82
Avg. volume 1M:   0.00
Avg. price 6M:   4.10
Avg. volume 6M:   0.00
Avg. price 1Y:   3.17
Avg. volume 1Y:   0.00
Volatility 1M:   101.35%
Volatility 6M:   129.43%
Volatility 1Y:   116.32%
Volatility 3Y:   -