DZ Bank Call 20 SFQ 20.12.2024
/ DE000DJ1MVK3
DZ Bank Call 20 SFQ 20.12.2024/ DE000DJ1MVK3 /
2024-05-28 8:11:16 AM |
Chg.-0.040 |
Bid4:17:51 PM |
Ask4:17:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-5.13% |
0.780 Bid Size: 12,500 |
0.840 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
20.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ1MVK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-10 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
-2.74 |
Time value: |
0.89 |
Break-even: |
20.89 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.18 |
Spread %: |
25.35% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
6.81 |
Rho: |
0.03 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.740 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.95% |
1 Month |
|
|
-30.84% |
3 Months |
|
|
-45.19% |
YTD |
|
|
-28.16% |
1 Year |
|
|
-49.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.700 |
1M High / 1M Low: |
1.390 |
0.700 |
6M High / 6M Low: |
2.040 |
0.480 |
High (YTD): |
2024-04-04 |
2.040 |
Low (YTD): |
2024-01-17 |
0.480 |
52W High: |
2024-04-04 |
2.040 |
52W Low: |
2023-08-24 |
0.390 |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.961 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.907 |
Avg. volume 1Y: |
|
11.765 |
Volatility 1M: |
|
197.05% |
Volatility 6M: |
|
168.20% |
Volatility 1Y: |
|
162.10% |
Volatility 3Y: |
|
- |