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DZ Bank Call 20 SFQ 20.12.2024/  DE000DJ1MVK3  /

Frankfurt Zert./DZB
17/07/2024  11:04:43 Chg.-0.050 Bid11:10:38 Ask11:10:38 Underlying Strike price Expiration date Option type
1.710EUR -2.84% 1.720
Bid Size: 12,500		 1.780
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 20.00 - 20/12/2024 Call
 

Master data

WKN: DJ1MVK
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 20/12/2024
Issue date: 10/05/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.04
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -0.52
Time value: 1.94
Break-even: 21.94
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.32
Spread abs.: 0.18
Spread %: 10.23%
Delta: 0.54
Theta: -0.01
Omega: 5.38
Rho: 0.04
 

Quote data

Open: 1.760
High: 1.930
Low: 1.710
Previous Close: 1.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+72.73%
1 Month  
+98.84%
3 Months  
+11.04%
YTD  
+71.00%
1 Year  
+71.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 0.990
1M High / 1M Low: 1.760 0.860
6M High / 6M Low: 2.020 0.470
High (YTD): 03/04/2024 2.020
Low (YTD): 17/01/2024 0.470
52W High: 03/04/2024 2.020
52W Low: 24/08/2023 0.370
Avg. price 1W:   1.290
Avg. volume 1W:   0.000
Avg. price 1M:   1.331
Avg. volume 1M:   0.000
Avg. price 6M:   1.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.899
Avg. volume 1Y:   0.000
Volatility 1M:   261.67%
Volatility 6M:   227.71%
Volatility 1Y:   200.72%
Volatility 3Y:   -