DZ Bank Call 17 SFQ 20.12.2024
/ DE000DJ7RTF3
DZ Bank Call 17 SFQ 20.12.2024/ DE000DJ7RTF3 /
2024-07-05 8:27:50 AM |
Chg.0.00 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.87EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SAF-HOLLAND SE INH ... |
17.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.42 |
Historic volatility: |
0.30 |
Parity: |
1.22 |
Time value: |
1.58 |
Break-even: |
19.80 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.18 |
Spread %: |
6.87% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
4.37 |
Rho: |
0.04 |
Quote data
Open: |
2.87 |
High: |
2.87 |
Low: |
2.87 |
Previous Close: |
2.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.41% |
1 Month |
|
|
+63.07% |
3 Months |
|
|
-12.77% |
YTD |
|
|
+55.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.01 |
2.87 |
1M High / 1M Low: |
3.21 |
1.34 |
6M High / 6M Low: |
3.54 |
1.05 |
High (YTD): |
2024-04-04 |
3.54 |
Low (YTD): |
2024-01-17 |
1.05 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
363.66% |
Volatility 6M: |
|
194.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |