DZ Bank Call 16 SFQ 20.09.2024
/ DE000DJ26ZL9
DZ Bank Call 16 SFQ 20.09.2024/ DE000DJ26ZL9 /
| 2024-06-07 11:04:32 AM |
Chg.-0.050 |
Bid11:18:15 AM |
Ask11:18:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
-2.82% |
1.710
Bid Size: 12,500 |
1.770
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26ZL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
1.40 |
| Time value: |
0.54 |
| Break-even: |
17.94 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
10.23% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
6.87 |
| Rho: |
0.03 |
Quote data
| Open: |
1.780 |
| High: |
1.780 |
| Low: |
1.720 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-37.00% |
| 3 Months |
|
|
-38.13% |
| YTD |
|
|
-3.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.750 |
| 1M High / 1M Low: |
2.730 |
1.540 |
| 6M High / 6M Low: |
3.850 |
1.010 |
| High (YTD): |
2024-04-03 |
3.850 |
| Low (YTD): |
2024-01-17 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.55% |
| Volatility 6M: |
|
148.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
