DZ Bank Call 16 SFQ 21.06.2024
/ DE000DJ0WZD0
DZ Bank Call 16 SFQ 21.06.2024/ DE000DJ0WZD0 /
| 2024-05-17 8:28:43 AM |
Chg.-0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
-2.20% |
-
Bid Size: - |
-
Ask Size: - |
SAF-HOLLAND SE INH ... |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ0WZD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
1.64 |
| Time value: |
0.42 |
| Break-even: |
18.06 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.30 |
| Spread %: |
17.05% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
6.64 |
| Rho: |
0.01 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.14% |
| 1 Month |
|
|
-44.89% |
| 3 Months |
|
|
+42.40% |
| YTD |
|
|
+18.67% |
| 1 Year |
|
|
+4.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.35 |
| 1M High / 1M Low: |
3.23 |
1.14 |
| 6M High / 6M Low: |
3.59 |
0.70 |
| High (YTD): |
2024-04-12 |
3.59 |
| Low (YTD): |
2024-01-17 |
0.70 |
| 52W High: |
2024-04-12 |
3.59 |
| 52W Low: |
2023-08-24 |
0.44 |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
251.50% |
| Volatility 6M: |
|
184.02% |
| Volatility 1Y: |
|
177.27% |
| Volatility 3Y: |
|
- |
