DZ Bank Call 16 SFQ 20.09.2024
/ DE000DJ26ZL9
DZ Bank Call 16 SFQ 20.09.2024/ DE000DJ26ZL9 /
| 8/5/2024 9:34:54 PM |
Chg.-0.660 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-26.51% |
1.840
Bid Size: 1,250 |
2.080
Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
2.30 |
| Time value: |
0.42 |
| Break-even: |
18.72 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.24 |
| Spread %: |
9.68% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.48 |
| Rho: |
0.02 |
Quote data
| Open: |
1.550 |
| High: |
1.940 |
| Low: |
1.260 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.24% |
| 1 Month |
|
|
-32.22% |
| 3 Months |
|
|
-27.67% |
| YTD |
|
|
+2.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.490 |
| 1M High / 1M Low: |
3.640 |
2.180 |
| 6M High / 6M Low: |
3.850 |
1.260 |
| High (YTD): |
4/3/2024 |
3.850 |
| Low (YTD): |
1/17/2024 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.904 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.569 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.52% |
| Volatility 6M: |
|
185.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
