DZ Bank Call 22 F3C 21.06.2024
/ DE000DV5ZD97
DZ Bank Call 22 F3C 21.06.2024/ DE000DV5ZD97 /
2024-05-15 8:12:56 AM |
Chg.+0.010 |
Bid6:32:41 PM |
Ask6:32:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
- Bid Size: - |
- Ask Size: - |
SFC ENERGY AG |
22.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DV5ZD9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SFC ENERGY AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-05 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.38 |
Parity: |
-0.11 |
Time value: |
0.13 |
Break-even: |
23.30 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
1.92 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
7.23 |
Rho: |
0.01 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
-21.43% |
YTD |
|
|
-56.00% |
1 Year |
|
|
-82.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.090 |
1M High / 1M Low: |
0.120 |
0.050 |
6M High / 6M Low: |
0.370 |
0.050 |
High (YTD): |
2024-01-02 |
0.250 |
Low (YTD): |
2024-04-30 |
0.050 |
52W High: |
2023-06-15 |
0.880 |
52W Low: |
2024-04-30 |
0.050 |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.159 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.366 |
Avg. volume 1Y: |
|
6.641 |
Volatility 1M: |
|
281.84% |
Volatility 6M: |
|
267.17% |
Volatility 1Y: |
|
206.04% |
Volatility 3Y: |
|
- |