DZ Bank Call 16 SFQ 20.09.2024
/ DE000DJ26ZL9
DZ Bank Call 16 SFQ 20.09.2024/ DE000DJ26ZL9 /
| 2024-06-28 9:34:42 PM |
Chg.+0.140 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
+4.95% |
3.010
Bid Size: 1,250 |
3.250
Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26ZL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
2.50 |
| Time value: |
0.75 |
| Break-even: |
19.25 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.24 |
| Spread %: |
7.97% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.44 |
| Rho: |
0.03 |
Quote data
| Open: |
2.950 |
| High: |
3.050 |
| Low: |
2.800 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.13% |
| 1 Month |
|
|
+92.86% |
| 3 Months |
|
|
-16.34% |
| YTD |
|
|
+66.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.340 |
2.830 |
| 1M High / 1M Low: |
3.380 |
1.260 |
| 6M High / 6M Low: |
3.850 |
1.010 |
| High (YTD): |
2024-04-03 |
3.850 |
| Low (YTD): |
2024-01-17 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.08% |
| Volatility 6M: |
|
181.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
