DZ Bank Call 15 SFQ 20.09.2024
/ DE000DJ6UN86
DZ Bank Call 15 SFQ 20.09.2024/ DE000DJ6UN86 /
| 8/9/2024 8:04:25 AM |
Chg.-0.70 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
-22.01% |
-
Bid Size: - |
-
Ask Size: - |
SAF-HOLLAND SE INH ... |
15.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.31 |
| Parity: |
2.80 |
| Time value: |
0.45 |
| Break-even: |
18.25 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.30 |
| Spread %: |
10.17% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.52 |
| Rho: |
0.01 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
3.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.46% |
| 1 Month |
|
|
-18.69% |
| 3 Months |
|
|
+6.90% |
| YTD |
|
|
+7.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.48 |
| 1M High / 1M Low: |
4.58 |
2.48 |
| 6M High / 6M Low: |
4.65 |
1.84 |
| High (YTD): |
4/4/2024 |
4.65 |
| Low (YTD): |
1/17/2024 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.45% |
| Volatility 6M: |
|
196.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
