DZ Bank Call 16 SFQ 20.12.2024
/ DE000DJ4BME2
DZ Bank Call 16 SFQ 20.12.2024/ DE000DJ4BME2 /
| 2024-05-28 8:23:49 AM |
Chg.-0.03 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-1.30% |
-
Bid Size: - |
-
Ask Size: - |
SAF-HOLLAND SE INH ... |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BME |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
1.26 |
| Time value: |
1.08 |
| Break-even: |
18.34 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
8.33% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
5.26 |
| Rho: |
0.06 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.67% |
| 1 Month |
|
|
-18.35% |
| 3 Months |
|
|
-26.77% |
| YTD |
|
|
+0.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.10 |
| 1M High / 1M Low: |
3.33 |
1.94 |
| 6M High / 6M Low: |
4.18 |
1.35 |
| High (YTD): |
2024-04-04 |
4.18 |
| Low (YTD): |
2024-01-17 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
24.19 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.44% |
| Volatility 6M: |
|
130.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
