DZ Bank Call 18 F3C 20.12.2024
/ DE000DJ5LHY6
DZ Bank Call 18 F3C 20.12.2024/ DE000DJ5LHY6 /
2024-06-03 8:25:08 AM |
Chg.-0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-5.63% |
- Bid Size: - |
- Ask Size: - |
SFC ENERGY AG |
18.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ5LHY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SFC ENERGY AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.75 |
Historic volatility: |
0.39 |
Parity: |
0.48 |
Time value: |
0.27 |
Break-even: |
25.40 |
Moneyness: |
1.26 |
Premium: |
0.12 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.09 |
Spread %: |
13.85% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
2.37 |
Rho: |
0.06 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.84% |
1 Month |
|
|
+52.27% |
3 Months |
|
|
+81.08% |
YTD |
|
|
+17.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.660 |
1M High / 1M Low: |
0.850 |
0.470 |
6M High / 6M Low: |
0.850 |
0.330 |
High (YTD): |
2024-05-21 |
0.850 |
Low (YTD): |
2024-03-06 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.668 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.500 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.42% |
Volatility 6M: |
|
110.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |