DZ Bank Call 16 SFQ 21.03.2025/  DE000DQ3JEL0  /

EUWAX
7/30/2024  8:24:46 AM Chg.-0.03 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.82EUR -0.78% -
Bid Size: -
-
Ask Size: -
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: 4.55
Leverage: Yes

Calculated values

Fair value: 3.53
Intrinsic value: 2.56
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 2.56
Time value: 1.52
Break-even: 20.08
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.24
Spread %: 6.25%
Delta: 0.75
Theta: -0.01
Omega: 3.41
Rho: 0.06
 

Quote data

Open: 3.82
High: 3.82
Low: 3.82
Previous Close: 3.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.28%
1 Month
  -1.29%
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:   -