DZ Bank Call 17 SFQ 21.06.2024
/ DE000DJ7RTD8
DZ Bank Call 17 SFQ 21.06.2024/ DE000DJ7RTD8 /
2024-05-02 2:04:41 PM |
Chg.-0.020 |
Bid2:08:01 PM |
Ask2:08:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
-1.26% |
1.570 Bid Size: 12,500 |
1.630 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
17.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ7RTD |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
1.08 |
Time value: |
0.66 |
Break-even: |
18.74 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.18 |
Spread %: |
11.54% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
7.25 |
Rho: |
0.01 |
Quote data
Open: |
1.600 |
High: |
1.610 |
Low: |
1.550 |
Previous Close: |
1.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.08% |
1 Month |
|
|
-33.47% |
3 Months |
|
|
+149.21% |
YTD |
|
|
+50.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.820 |
1.480 |
1M High / 1M Low: |
2.720 |
1.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-03 |
2.720 |
Low (YTD): |
2024-01-17 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.663 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |