DZ Bank Call 16 F3C 20.12.2024
/ DE000DJ5LHX8
DZ Bank Call 16 F3C 20.12.2024/ DE000DJ5LHX8 /
| 2024-06-04 8:26:48 AM |
Chg.-0.010 |
Bid12:21:20 PM |
Ask12:21:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.740
Bid Size: 150,000 |
0.770
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: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.39 |
| Parity: |
0.69 |
| Time value: |
0.20 |
| Break-even: |
24.80 |
| Moneyness: |
1.43 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
11.39% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.15 |
| Rho: |
0.06 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
+73.91% |
| YTD |
|
|
+19.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.790 |
| 1M High / 1M Low: |
0.990 |
0.570 |
| 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: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
38.400 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.65% |
| Volatility 6M: |
|
96.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
