DZ Bank Call 18 SFQ 20.09.2024
/ DE000DJ6UN94
DZ Bank Call 18 SFQ 20.09.2024/ DE000DJ6UN94 /
| 7/29/2024 9:35:03 PM |
Chg.+0.010 |
Bid9:55:56 PM |
Ask9:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+0.68% |
1.470
Bid Size: 1,250 |
1.650
Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
18.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6UN9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
0.52 |
| Time value: |
1.14 |
| Break-even: |
19.66 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.18 |
| Spread %: |
12.16% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.79 |
| Rho: |
0.01 |
Quote data
| Open: |
1.490 |
| High: |
1.510 |
| Low: |
1.390 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.49% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
-7.50% |
| YTD |
|
|
+30.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.380 |
| 1M High / 1M Low: |
2.150 |
1.060 |
| 6M High / 6M Low: |
2.530 |
0.520 |
| High (YTD): |
4/3/2024 |
2.530 |
| Low (YTD): |
6/14/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.82% |
| Volatility 6M: |
|
252.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
