DZ Bank Call 16 F3C 20.12.2024
/ DE000DJ5LHX8
DZ Bank Call 16 F3C 20.12.2024/ DE000DJ5LHX8 /
| 2024-05-29 8:25:46 AM |
Chg.0.000 |
Bid10:49:36 AM |
Ask10:49:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
0.910
Bid Size: 150,000 |
0.940
Ask Size: 150,000 |
SFC ENERGY AG |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5LHX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SFC ENERGY AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.39 |
| Parity: |
0.81 |
| Time value: |
0.18 |
| Break-even: |
25.80 |
| Moneyness: |
1.50 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
10.11% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.09 |
| Rho: |
0.06 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
+95.65% |
| YTD |
|
|
+34.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.900 |
| 1M High / 1M Low: |
0.990 |
0.500 |
| 6M High / 6M Low: |
0.990 |
0.420 |
| High (YTD): |
2024-05-21 |
0.990 |
| Low (YTD): |
2024-03-06 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.593 |
| Avg. volume 6M: |
|
38.710 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.31% |
| Volatility 6M: |
|
96.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
