DZ Bank Call 15 SFQ 20.09.2024
/ DE000DJ6UN86
DZ Bank Call 15 SFQ 20.09.2024/ DE000DJ6UN86 /
2024-07-30 4:04:44 PM |
Chg.+0.160 |
Bid4:29:19 PM |
Ask4:29:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.910EUR |
+4.27% |
3.950 Bid Size: 12,500 |
4.050 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
15.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ6UN8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-21 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.66 |
Intrinsic value: |
3.56 |
Implied volatility: |
0.64 |
Historic volatility: |
0.31 |
Parity: |
3.56 |
Time value: |
0.47 |
Break-even: |
19.03 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.30 |
Spread %: |
8.04% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
3.91 |
Rho: |
0.02 |
Quote data
Open: |
3.710 |
High: |
4.040 |
Low: |
3.710 |
Previous Close: |
3.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.87% |
1 Month |
|
|
+3.99% |
3 Months |
|
|
+19.21% |
YTD |
|
|
+78.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.110 |
3.570 |
1M High / 1M Low: |
4.540 |
2.910 |
6M High / 6M Low: |
4.620 |
1.690 |
High (YTD): |
2024-04-03 |
4.620 |
Low (YTD): |
2024-01-17 |
1.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.772 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.212 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.13% |
Volatility 6M: |
|
157.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |