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DZ Bank Call 14 SFQ 20.12.2024/  DE000DW83UE9  /

Frankfurt Zert./DZB
2024-06-12  3:04:38 PM Chg.+0.150 Bid2024-06-12 Ask2024-06-12 Underlying Strike price Expiration date Option type
3.660EUR +4.27% 3.660
Bid Size: 12,500		 3.740
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 14.00 - 2024-12-20 Call
 

Master data

WKN: DW83UE
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 3.84
Intrinsic value: 3.36
Implied volatility: 0.26
Historic volatility: 0.29
Parity: 3.36
Time value: 0.42
Break-even: 17.78
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.30
Spread %: 8.62%
Delta: 0.91
Theta: 0.00
Omega: 4.17
Rho: 0.06
 

Quote data

Open: 3.410
High: 3.660
Low: 3.410
Previous Close: 3.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.71%
1 Month  
+10.57%
3 Months
  -20.95%
YTD  
+21.19%
1 Year  
+81.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 3.420
1M High / 1M Low: 3.860 3.130
6M High / 6M Low: 5.680 2.080
High (YTD): 2024-04-03 5.680
Low (YTD): 2024-01-17 2.080
52W High: 2024-04-03 5.680
52W Low: 2023-08-24 1.220
Avg. price 1W:   3.496
Avg. volume 1W:   0.000
Avg. price 1M:   3.517
Avg. volume 1M:   0.000
Avg. price 6M:   3.694
Avg. volume 6M:   8
Avg. price 1Y:   2.818
Avg. volume 1Y:   3.906
Volatility 1M:   92.42%
Volatility 6M:   106.44%
Volatility 1Y:   111.87%
Volatility 3Y:   -