DZ Bank Call 24 F3C 20.06.2025
/ DE000DJ4BUR7
DZ Bank Call 24 F3C 20.06.2025/ DE000DJ4BUR7 /
14/11/2024 12:04:27 |
Chg.+0.040 |
Bid14/11/2024 |
Ask14/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+40.00% |
0.140 Bid Size: 150,000 |
0.160 Ask Size: 150,000 |
SFC ENERGY AG |
24.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ4BUR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SFC ENERGY AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
24/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.39 |
Parity: |
-0.75 |
Time value: |
0.16 |
Break-even: |
25.60 |
Moneyness: |
0.69 |
Premium: |
0.56 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.06 |
Spread %: |
60.00% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
3.59 |
Rho: |
0.02 |
Quote data
Open: |
0.100 |
High: |
0.140 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-51.72% |
3 Months |
|
|
-53.33% |
YTD |
|
|
-70.83% |
1 Year |
|
|
-72.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.100 |
1M High / 1M Low: |
0.290 |
0.100 |
6M High / 6M Low: |
0.690 |
0.100 |
High (YTD): |
20/05/2024 |
0.690 |
Low (YTD): |
13/11/2024 |
0.100 |
52W High: |
20/05/2024 |
0.690 |
52W Low: |
13/11/2024 |
0.100 |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.356 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.372 |
Avg. volume 1Y: |
|
7.813 |
Volatility 1M: |
|
161.76% |
Volatility 6M: |
|
135.48% |
Volatility 1Y: |
|
120.94% |
Volatility 3Y: |
|
- |