DZ Bank Call 16 SFQ 21.03.2025
/ DE000DQ3JEL0
DZ Bank Call 16 SFQ 21.03.2025/ DE000DQ3JEL0 /
| 7/31/2024 8:23:43 AM |
Chg.+0.25 |
Bid11:34:27 AM |
Ask11:34:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+6.54% |
3.94
Bid Size: 12,500 |
4.02
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ3JEL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
2.86 |
| Time value: |
1.42 |
| Break-even: |
20.28 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.24 |
| Spread %: |
5.94% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.37 |
| Rho: |
0.06 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
3.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.21% |
| 1 Month |
|
|
+5.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.69 |
| 1M High / 1M Low: |
4.55 |
3.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
