DZ Bank Call 25 F3C 20.09.2024
/ DE000DJ65W85
DZ Bank Call 25 F3C 20.09.2024/ DE000DJ65W85 /
| 2024-05-29 9:35:27 AM |
Chg.+0.050 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+2.79% |
1.840
Bid Size: 10,000 |
1.940
Ask Size: 10,000 |
SFC ENERGY AG |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ65W8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SFC ENERGY AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-0.95 |
| Time value: |
2.06 |
| Break-even: |
27.06 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.30 |
| Spread %: |
17.05% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.03 |
Quote data
| Open: |
1.820 |
| High: |
1.850 |
| Low: |
1.820 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.60% |
| 1 Month |
|
|
+121.69% |
| 3 Months |
|
|
+116.47% |
| YTD |
|
|
+6.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.770 |
| 1M High / 1M Low: |
2.000 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
2.000 |
| Low (YTD): |
2024-03-05 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
