DZ Bank Call 15 SFQ 20.09.2024
/ DE000DJ6UN86
DZ Bank Call 15 SFQ 20.09.2024/ DE000DJ6UN86 /
| 12/07/2024 08:04:43 |
Chg.+0.05 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+1.64% |
-
Bid Size: - |
-
Ask Size: - |
SAF-HOLLAND SE INH ... |
15.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.30 |
| Parity: |
3.68 |
| Time value: |
0.47 |
| Break-even: |
19.15 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.30 |
| Spread %: |
7.79% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.02 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.99% |
| 1 Month |
|
|
+35.37% |
| 3 Months |
|
|
-31.72% |
| YTD |
|
|
+34.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
2.92 |
| 1M High / 1M Low: |
4.25 |
1.84 |
| 6M High / 6M Low: |
4.65 |
1.36 |
| High (YTD): |
04/04/2024 |
4.65 |
| Low (YTD): |
17/01/2024 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.80% |
| Volatility 6M: |
|
188.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
