DZ Bank Call 15 SFQ 20.09.2024
/ DE000DJ6UN86
DZ Bank Call 15 SFQ 20.09.2024/ DE000DJ6UN86 /
| 2024-05-28 11:04:25 AM |
Chg.+0.05 |
Bid12:17:12 PM |
Ask12:17:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+2.01% |
2.50
Bid Size: 12,500 |
2.58
Ask Size: 12,500 |
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: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.29 |
| Parity: |
2.26 |
| Time value: |
0.32 |
| Break-even: |
17.58 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.24 |
| Spread %: |
10.26% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
5.91 |
| Rho: |
0.04 |
Quote data
| Open: |
2.36 |
| High: |
2.54 |
| Low: |
2.36 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.55% |
| 1 Month |
|
|
-19.37% |
| 3 Months |
|
|
-21.36% |
| YTD |
|
|
+10.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.28 |
| 1M High / 1M Low: |
3.86 |
2.28 |
| 6M High / 6M Low: |
4.65 |
1.36 |
| High (YTD): |
2024-04-04 |
4.65 |
| Low (YTD): |
2024-01-17 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.94% |
| Volatility 6M: |
|
127.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
