DZ Bank Call 17 SFQ 20.12.2024
/ DE000DJ7RTF3
DZ Bank Call 17 SFQ 20.12.2024/ DE000DJ7RTF3 /
| 7/30/2024 8:25:51 AM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-0.72% |
-
Bid Size: - |
-
Ask Size: - |
SAF-HOLLAND SE INH ... |
17.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ7RTF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
1.56 |
| Time value: |
1.39 |
| Break-even: |
19.95 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.18 |
| Spread %: |
6.50% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.37 |
| Rho: |
0.04 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.64% |
| 1 Month |
|
|
-2.83% |
| 3 Months |
|
|
+3.38% |
| YTD |
|
|
+48.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.63 |
| 1M High / 1M Low: |
3.57 |
2.23 |
| 6M High / 6M Low: |
3.57 |
1.32 |
| High (YTD): |
7/17/2024 |
3.57 |
| Low (YTD): |
1/17/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.84% |
| Volatility 6M: |
|
197.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
