DZ Bank Call 15 SFQ 20.12.2024
/ DE000DW9B314
DZ Bank Call 15 SFQ 20.12.2024/ DE000DW9B314 /
2024-05-20 9:35:19 PM |
Chg.+0.100 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.170EUR |
+3.26% |
- Bid Size: - |
- Ask Size: - |
SAF-HOLLAND SE INH ... |
15.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW9B31 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-18 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.40 |
Intrinsic value: |
2.64 |
Implied volatility: |
0.28 |
Historic volatility: |
0.30 |
Parity: |
2.64 |
Time value: |
0.71 |
Break-even: |
18.35 |
Moneyness: |
1.18 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.24 |
Spread %: |
7.72% |
Delta: |
0.83 |
Theta: |
0.00 |
Omega: |
4.38 |
Rho: |
0.07 |
Quote data
Open: |
3.130 |
High: |
3.300 |
Low: |
3.130 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+1.60% |
1 Month |
|
|
-25.93% |
3 Months |
|
|
+12.01% |
YTD |
|
|
+24.80% |
1 Year |
|
|
+18.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.190 |
3.070 |
1M High / 1M Low: |
4.160 |
2.490 |
6M High / 6M Low: |
4.920 |
1.690 |
High (YTD): |
2024-04-03 |
4.920 |
Low (YTD): |
2024-01-17 |
1.690 |
52W High: |
2024-04-03 |
4.920 |
52W Low: |
2023-08-24 |
1.010 |
Avg. price 1W: |
|
3.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.038 |
Avg. volume 6M: |
|
7.258 |
Avg. price 1Y: |
|
2.327 |
Avg. volume 1Y: |
|
3.529 |
Volatility 1M: |
|
138.79% |
Volatility 6M: |
|
111.53% |
Volatility 1Y: |
|
118.00% |
Volatility 3Y: |
|
- |