DZ Bank Call 14 SFQ 20.12.2024
/ DE000DW83UE9
DZ Bank Call 14 SFQ 20.12.2024/ DE000DW83UE9 /
2024-06-07 8:17:07 AM |
Chg.+0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.45EUR |
+0.29% |
- Bid Size: - |
- Ask Size: - |
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: |
4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.88 |
Intrinsic value: |
3.40 |
Implied volatility: |
0.21 |
Historic volatility: |
0.29 |
Parity: |
3.40 |
Time value: |
0.34 |
Break-even: |
17.74 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.30 |
Spread %: |
8.72% |
Delta: |
0.95 |
Theta: |
0.00 |
Omega: |
4.40 |
Rho: |
0.07 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.45 |
Previous Close: |
3.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
-23.84% |
YTD |
|
|
+9.52% |
1 Year |
|
|
+69.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.78 |
3.44 |
1M High / 1M Low: |
4.68 |
2.99 |
6M High / 6M Low: |
5.71 |
2.09 |
High (YTD): |
2024-04-04 |
5.71 |
Low (YTD): |
2024-01-17 |
2.09 |
52W High: |
2024-04-04 |
5.71 |
52W Low: |
2023-08-24 |
1.26 |
Avg. price 1W: |
|
3.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.58 |
Avg. volume 1M: |
|
391.30 |
Avg. price 6M: |
|
3.71 |
Avg. volume 6M: |
|
230 |
Avg. price 1Y: |
|
2.83 |
Avg. volume 1Y: |
|
354.88 |
Volatility 1M: |
|
154.98% |
Volatility 6M: |
|
111.79% |
Volatility 1Y: |
|
111.97% |
Volatility 3Y: |
|
- |