DZ Bank Call 21 SFQ 20.12.2024
/ DE000DQ15HC4
DZ Bank Call 21 SFQ 20.12.2024/ DE000DQ15HC4 /
8/2/2024 8:19:20 AM |
Chg.-0.31 |
Bid2:34:00 PM |
Ask2:34:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.73EUR |
-29.81% |
0.84 Bid Size: 12,500 |
0.90 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
21.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DQ15HC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.31 |
Parity: |
-2.44 |
Time value: |
0.97 |
Break-even: |
21.97 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.18 |
Spread %: |
22.78% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
6.99 |
Rho: |
0.02 |
Quote data
Open: |
0.73 |
High: |
0.73 |
Low: |
0.73 |
Previous Close: |
1.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.09% |
1 Month |
|
|
-33.64% |
3 Months |
|
|
-15.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.06 |
0.87 |
1M High / 1M Low: |
1.35 |
0.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |