DZ Bank Call 20 F3C 21.06.2024
/ DE000DJ2STF2
DZ Bank Call 20 F3C 21.06.2024/ DE000DJ2STF2 /
2024-05-15 8:14:09 AM |
Chg.+0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
SFC ENERGY AG |
20.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ2STF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SFC ENERGY AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-27 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
12.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.41 |
Historic volatility: |
0.38 |
Parity: |
0.90 |
Time value: |
0.71 |
Break-even: |
21.61 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.16 |
Spread %: |
11.03% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
8.68 |
Rho: |
0.01 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
+5.56% |
YTD |
|
|
-17.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.50 |
1.38 |
1M High / 1M Low: |
1.50 |
0.98 |
6M High / 6M Low: |
2.23 |
0.87 |
High (YTD): |
2024-01-02 |
1.85 |
Low (YTD): |
2024-03-06 |
0.87 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.46% |
Volatility 6M: |
|
123.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |