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DZ Bank Call 14 SFQ 20.12.2024/  DE000DW83UE9  /

Frankfurt Zert./DZB
2024-05-20  9:34:48 PM Chg.+0.110 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.840EUR +2.95% 3.840
Bid Size: 1,250		 4.140
Ask Size: 1,250		 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: 4.33
Leverage: Yes

Calculated values

Fair value: 4.18
Intrinsic value: 3.64
Implied volatility: 0.25
Historic volatility: 0.30
Parity: 3.64
Time value: 0.43
Break-even: 18.07
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.30
Spread %: 7.96%
Delta: 0.93
Theta: 0.00
Omega: 4.01
Rho: 0.07
 

Quote data

Open: 3.800
High: 4.000
Low: 3.800
Previous Close: 3.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.30%
1 Month
  -24.26%
3 Months  
+13.27%
YTD  
+27.15%
1 Year  
+27.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.860 3.450
1M High / 1M Low: 4.960 3.050
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:   3.714
Avg. volume 1W:   0.000
Avg. price 1M:   4.063
Avg. volume 1M:   0.000
Avg. price 6M:   3.598
Avg. volume 6M:   8.065
Avg. price 1Y:   2.753
Avg. volume 1Y:   3.937
Volatility 1M:   133.86%
Volatility 6M:   104.74%
Volatility 1Y:   112.19%
Volatility 3Y:   -