DZ Bank Call 15 SFQ 20.12.2024
/ DE000DW9B314
DZ Bank Call 15 SFQ 20.12.2024/ DE000DW9B314 /
2024-07-29 8:07:51 AM |
Chg.+0.14 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.12EUR |
+3.52% |
- Bid Size: - |
- Ask Size: - |
SAF-HOLLAND SE INH ... |
15.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW9B31 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-18 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.93 |
Intrinsic value: |
3.52 |
Implied volatility: |
0.49 |
Historic volatility: |
0.31 |
Parity: |
3.52 |
Time value: |
0.90 |
Break-even: |
19.42 |
Moneyness: |
1.23 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.30 |
Spread %: |
7.28% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
3.40 |
Rho: |
0.04 |
Quote data
Open: |
4.12 |
High: |
4.12 |
Low: |
4.12 |
Previous Close: |
3.98 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.45% |
1 Month |
|
|
-1.20% |
3 Months |
|
|
+8.71% |
YTD |
|
|
+55.47% |
1 Year |
|
|
+83.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.76 |
3.98 |
1M High / 1M Low: |
4.94 |
3.44 |
6M High / 6M Low: |
4.95 |
2.02 |
High (YTD): |
2024-04-04 |
4.95 |
Low (YTD): |
2024-01-17 |
1.71 |
52W High: |
2024-04-04 |
4.95 |
52W Low: |
2023-08-24 |
1.04 |
Avg. price 1W: |
|
4.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.57 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.65 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
119.58% |
Volatility 6M: |
|
153.82% |
Volatility 1Y: |
|
138.16% |
Volatility 3Y: |
|
- |