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DZ Bank Call 15 SFQ 20.12.2024/  DE000DW9B314  /

Frankfurt Zert./DZB
2024-04-30  9:04:49 AM Chg.-0.080 Bid9:09:22 AM Ask9:09:22 AM Underlying Strike price Expiration date Option type
3.710EUR -2.11% 3.700
Bid Size: 12,500		 3.780
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 15.00 - 2024-12-20 Call
 

Master data

WKN: DW9B31
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-01-18
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 3.40
Implied volatility: 0.25
Historic volatility: 0.30
Parity: 3.40
Time value: 0.57
Break-even: 18.97
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.24
Spread %: 6.43%
Delta: 0.89
Theta: 0.00
Omega: 4.15
Rho: 0.08
 

Quote data

Open: 3.940
High: 3.940
Low: 3.710
Previous Close: 3.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.82%
1 Month
  -19.87%
3 Months  
+80.98%
YTD  
+46.06%
1 Year  
+77.51%
3 Years     -
5 Years     -
1W High / 1W Low: 4.160 3.360
1M High / 1M Low: 4.920 3.360
6M High / 6M Low: 4.920 1.310
High (YTD): 2024-04-03 4.920
Low (YTD): 2024-01-17 1.690
52W High: 2024-04-03 4.920
52W Low: 2023-08-24 1.010
Avg. price 1W:   3.788
Avg. volume 1W:   0.000
Avg. price 1M:   4.190
Avg. volume 1M:   0.000
Avg. price 6M:   2.832
Avg. volume 6M:   7.143
Avg. price 1Y:   2.284
Avg. volume 1Y:   3.529
Volatility 1M:   112.77%
Volatility 6M:   110.66%
Volatility 1Y:   115.16%
Volatility 3Y:   -