DZ Bank Call 17 SFQ 20.12.2024/  DE000DJ7RTF3  /

EUWAX
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:   -