DZ Bank Call 16 SFQ 21.03.2025/  DE000DQ3JEL0  /

EUWAX
2024-07-05  8:26:48 AM Chg.0.00 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
3.92EUR 0.00% -
Bid Size: -
-
Ask Size: -
SAF-HOLLAND SE INH ... 16.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-05-13
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 3.34
Intrinsic value: 2.22
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 2.22
Time value: 1.63
Break-even: 19.85
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.18
Spread %: 4.90%
Delta: 0.73
Theta: 0.00
Omega: 3.47
Rho: 0.07
 

Quote data

Open: 3.92
High: 3.92
Low: 3.92
Previous Close: 3.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.29%
1 Month  
+47.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.07 3.92
1M High / 1M Low: 4.24 2.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.98
Avg. volume 1W:   0.00
Avg. price 1M:   3.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -