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DZ Bank Call 15 SFQ 20.12.2024/  DE000DW9B314  /

Frankfurt Zert./DZB
5/31/2024  9:35:25 PM Chg.+0.350 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
3.050EUR +12.96% 3.050
Bid Size: 1,250		 3.290
Ask Size: 1,250		 SAF-HOLLAND SE INH ... 15.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/18/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 3.30
Intrinsic value: 2.62
Implied volatility: 0.28
Historic volatility: 0.29
Parity: 2.62
Time value: 0.67
Break-even: 18.29
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.24
Spread %: 7.87%
Delta: 0.83
Theta: 0.00
Omega: 4.47
Rho: 0.06
 

Quote data

Open: 2.690
High: 3.070
Low: 2.650
Previous Close: 2.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.71%
1 Month
  -13.35%
3 Months
  -18.88%
YTD  
+20.08%
1 Year  
+69.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.050 2.550
1M High / 1M Low: 3.740 2.490
6M High / 6M Low: 4.920 1.690
High (YTD): 4/3/2024 4.920
Low (YTD): 1/17/2024 1.690
52W High: 4/3/2024 4.920
52W Low: 8/24/2023 1.010
Avg. price 1W:   2.776
Avg. volume 1W:   0.000
Avg. price 1M:   2.985
Avg. volume 1M:   0.000
Avg. price 6M:   3.068
Avg. volume 6M:   7.200
Avg. price 1Y:   2.339
Avg. volume 1Y:   3.516
Volatility 1M:   136.01%
Volatility 6M:   112.94%
Volatility 1Y:   117.46%
Volatility 3Y:   -