DZ Bank Call 26 F3C 20.12.2024
/ DE000DJ44P31
DZ Bank Call 26 F3C 20.12.2024/ DE000DJ44P31 /
| 2024-06-04 5:05:06 PM |
Chg.-0.030 |
Bid5:07:34 PM |
Ask5:07:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-10.71% |
0.260
Bid Size: 150,000 |
0.280
Ask Size: 150,000 |
SFC ENERGY AG |
26.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ44P3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SFC ENERGY AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.39 |
| Parity: |
-0.32 |
| Time value: |
0.34 |
| Break-even: |
29.40 |
| Moneyness: |
0.88 |
| Premium: |
0.29 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
3.40 |
| Rho: |
0.04 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
+78.57% |
| YTD |
|
|
-19.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.430 |
0.180 |
| 6M High / 6M Low: |
0.430 |
0.120 |
| High (YTD): |
2024-05-20 |
0.430 |
| Low (YTD): |
2024-03-05 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.37% |
| Volatility 6M: |
|
150.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
