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 |
Bid8:31:54 AM |
Ask8:31:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+2.70% |
1.57
Bid Size: 3,500 |
-
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: |
12.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
0.75 |
| Time value: |
0.95 |
| Break-even: |
21.70 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.30 |
| Spread %: |
21.43% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
7.74 |
| Rho: |
0.01 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| 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: |
|
- |
