DZ Bank Call 16 F3C 20.12.2024
/ DE000DJ5LHX8
DZ Bank Call 16 F3C 20.12.2024/ DE000DJ5LHX8 /
| 05/11/2024 08:26:00 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SFC ENERGY AG |
16.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5LHX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SFC ENERGY AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.39 |
| Parity: |
0.21 |
| Time value: |
0.14 |
| Break-even: |
19.50 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.05 |
| Spread %: |
16.67% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-36.17% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-55.22% |
| 1 Year |
|
|
-50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.300 |
| 1M High / 1M Low: |
0.480 |
0.300 |
| 6M High / 6M Low: |
0.990 |
0.300 |
| High (YTD): |
21/05/2024 |
0.990 |
| Low (YTD): |
05/11/2024 |
0.300 |
| 52W High: |
21/05/2024 |
0.990 |
| 52W Low: |
05/11/2024 |
0.300 |
| Avg. price 1W: |
|
0.315 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.577 |
| Avg. volume 1Y: |
|
19.124 |
| Volatility 1M: |
|
92.04% |
| Volatility 6M: |
|
123.71% |
| Volatility 1Y: |
|
111.38% |
| Volatility 3Y: |
|
- |
