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DZ Bank Call 16 SFQ 20.12.2024/  DE000DJ4BME2  /

EUWAX
08/10/2024  08:22:23 Chg.-0.170 Bid14:48:50 Ask14:48:50 Underlying Strike price Expiration date Option type
0.660EUR -20.48% 0.660
Bid Size: 12,500		 0.720
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 16.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ4BME
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.56
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -0.72
Time value: 0.87
Break-even: 16.87
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.64
Spread abs.: 0.18
Spread %: 26.09%
Delta: 0.45
Theta: -0.01
Omega: 7.94
Rho: 0.01
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.86%
1 Month
  -60.95%
3 Months
  -79.57%
YTD
  -70.67%
1 Year
  -38.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 0.830
1M High / 1M Low: 1.670 0.830
6M High / 6M Low: 4.150 0.830
High (YTD): 04/04/2024 4.180
Low (YTD): 07/10/2024 0.830
52W High: 04/04/2024 4.180
52W Low: 07/10/2024 0.830
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   1.339
Avg. volume 1M:   0.000
Avg. price 6M:   2.672
Avg. volume 6M:   0.000
Avg. price 1Y:   2.381
Avg. volume 1Y:   11.765
Volatility 1M:   224.04%
Volatility 6M:   194.78%
Volatility 1Y:   164.54%
Volatility 3Y:   -