DZ Bank Call 16 SFQ 21.03.2025
/ DE000DQ3JEL0
DZ Bank Call 16 SFQ 21.03.2025/ DE000DQ3JEL0 /
| 06/09/2024 08:23:38 |
Chg.-0.11 |
Bid18:12:01 |
Ask18:12:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-4.82% |
1.98
Bid Size: 4,375 |
2.13
Ask Size: 4,375 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.54 |
| Time value: |
1.83 |
| Break-even: |
18.37 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.18 |
| Spread %: |
8.22% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.38 |
| Rho: |
0.04 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.39% |
| 1 Month |
|
|
-28.85% |
| 3 Months |
|
|
-18.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.25 |
| 1M High / 1M Low: |
3.45 |
2.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
