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DZ Bank Call 18 SFQ 21.06.2024/  DE000DDZ5283  /

Frankfurt Zert./DZB
2024-05-02  10:04:54 AM Chg.-0.010 Bid10:09:30 AM Ask10:09:30 AM Underlying Strike price Expiration date Option type
0.970EUR -1.02% 0.980
Bid Size: 12,500		 1.040
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 18.00 - 2024-06-21 Call
 

Master data

WKN: DDZ528
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-06-21
Issue date: 2023-03-03
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.86
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.08
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.08
Time value: 1.06
Break-even: 19.14
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.18
Spread %: 18.75%
Delta: 0.56
Theta: -0.01
Omega: 8.81
Rho: 0.01
 

Quote data

Open: 0.980
High: 1.000
Low: 0.970
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.59%
1 Month
  -43.60%
3 Months  
+142.50%
YTD  
+25.97%
1 Year  
+18.29%
3 Years     -
5 Years     -
1W High / 1W Low: 1.200 0.910
1M High / 1M Low: 2.020 0.910
6M High / 6M Low: 2.040 0.280
High (YTD): 2024-03-13 2.040
Low (YTD): 2024-01-17 0.280
52W High: 2024-03-13 2.040
52W Low: 2023-08-24 0.220
Avg. price 1W:   1.063
Avg. volume 1W:   0.000
Avg. price 1M:   1.536
Avg. volume 1M:   23.810
Avg. price 6M:   0.877
Avg. volume 6M:   11.290
Avg. price 1Y:   0.745
Avg. volume 1Y:   5.469
Volatility 1M:   249.44%
Volatility 6M:   233.67%
Volatility 1Y:   217.18%
Volatility 3Y:   -