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DZ Bank Call 14 SFQ 20.12.2024/  DE000DW83UE9  /

Frankfurt Zert./DZB
17/05/2024  21:34:58 Chg.-0.020 Bid17/05/2024 Ask17/05/2024 Underlying Strike price Expiration date Option type
3.730EUR -0.53% 3.730
Bid Size: 3,125		 4.000
Ask Size: 3,125		 SAF-HOLLAND SE INH ... 14.00 - 20/12/2024 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: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.37
Leverage: Yes

Calculated values

Fair value: 4.17
Intrinsic value: 3.62
Implied volatility: 0.23
Historic volatility: 0.30
Parity: 3.62
Time value: 0.41
Break-even: 18.03
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.30
Spread %: 8.04%
Delta: 0.94
Theta: 0.00
Omega: 4.09
Rho: 0.07
 

Quote data

Open: 3.770
High: 3.850
Low: 3.690
Previous Close: 3.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.69%
1 Month
  -26.57%
3 Months  
+23.10%
YTD  
+23.51%
1 Year  
+32.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.860 3.310
1M High / 1M Low: 5.160 3.050
6M High / 6M Low: 5.680 1.950
High (YTD): 03/04/2024 5.680
Low (YTD): 17/01/2024 2.080
52W High: 03/04/2024 5.680
52W Low: 24/08/2023 1.220
Avg. price 1W:   3.630
Avg. volume 1W:   0.000
Avg. price 1M:   4.227
Avg. volume 1M:   0.000
Avg. price 6M:   3.584
Avg. volume 6M:   8.065
Avg. price 1Y:   2.751
Avg. volume 1Y:   3.906
Volatility 1M:   128.56%
Volatility 6M:   108.90%
Volatility 1Y:   111.86%
Volatility 3Y:   -