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DZ Bank Call 14 SFQ 20.12.2024/  DE000DW83UE9  /

Frankfurt Zert./DZB
6/13/2024  9:34:59 PM Chg.-0.180 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
3.260EUR -5.23% 3.230
Bid Size: 1,250		 3.470
Ask Size: 1,250		 SAF-HOLLAND SE INH ... 14.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 3.31
Intrinsic value: 2.76
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 2.76
Time value: 0.93
Break-even: 17.69
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.24
Spread %: 6.96%
Delta: 0.79
Theta: 0.00
Omega: 3.61
Rho: 0.05
 

Quote data

Open: 3.400
High: 3.540
Low: 3.160
Previous Close: 3.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.51%
1 Month
  -5.51%
3 Months
  -41.37%
YTD  
+7.95%
1 Year  
+56.73%
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): 4/3/2024 5.680
Low (YTD): 1/17/2024 2.080
52W High: 4/3/2024 5.680
52W Low: 8/24/2023 1.220
Avg. price 1W:   3.498
Avg. volume 1W:   0.000
Avg. price 1M:   3.513
Avg. volume 1M:   0.000
Avg. price 6M:   3.700
Avg. volume 6M:   8
Avg. price 1Y:   2.823
Avg. volume 1Y:   3.906
Volatility 1M:   90.51%
Volatility 6M:   106.23%
Volatility 1Y:   111.87%
Volatility 3Y:   -