DZ Bank Call 15 SFQ 20.09.2024
/ DE000DJ6UN86
DZ Bank Call 15 SFQ 20.09.2024/ DE000DJ6UN86 /
| 2024-05-27 9:34:47 PM |
Chg.-0.020 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-0.83% |
2.340
Bid Size: 1,250 |
2.580
Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6UN8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.29 |
| Parity: |
2.50 |
| Time value: |
0.24 |
| Break-even: |
17.74 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.24 |
| Spread %: |
9.60% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
5.97 |
| Rho: |
0.04 |
Quote data
| Open: |
2.510 |
| High: |
2.610 |
| Low: |
2.390 |
| Previous Close: |
2.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.85% |
| 1 Month |
|
|
-31.71% |
| 3 Months |
|
|
-25.55% |
| YTD |
|
|
+9.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.280 |
| 1M High / 1M Low: |
3.580 |
2.150 |
| 6M High / 6M Low: |
4.620 |
1.350 |
| High (YTD): |
2024-04-03 |
4.620 |
| Low (YTD): |
2024-01-17 |
1.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.737 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.69% |
| Volatility 6M: |
|
128.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
