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DZ Bank Call 15 SFQ 20.12.2024/  DE000DW9B314  /

Frankfurt Zert./DZB
5/20/2024  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% 3.160
Bid Size: 1,250		 3.400
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: 5.27
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: CL
 
  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): 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:   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:   -