DZ Bank Call 15 SFQ 20.12.2024
/ DE000DW9B314
DZ Bank Call 15 SFQ 20.12.2024/ DE000DW9B314 /
| 2024-09-25 8:08:34 AM |
Chg.-0.03 |
Bid9:48:57 AM |
Ask9:48:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-1.42% |
2.12
Bid Size: 12,500 |
2.18
Ask Size: 12,500 |
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: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
1.48 |
| Time value: |
0.82 |
| Break-even: |
17.30 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.18 |
| Spread %: |
8.49% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.02 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.06% |
| 1 Month |
|
|
-37.35% |
| 3 Months |
|
|
-51.85% |
| YTD |
|
|
-21.51% |
| 1 Year |
|
|
+51.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.65 |
| 1M High / 1M Low: |
3.56 |
1.55 |
| 6M High / 6M Low: |
4.95 |
1.55 |
| High (YTD): |
2024-04-04 |
4.95 |
| Low (YTD): |
2024-09-12 |
1.55 |
| 52W High: |
2024-04-04 |
4.95 |
| 52W Low: |
2023-10-13 |
1.20 |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
158.67% |
| Volatility 6M: |
|
159.51% |
| Volatility 1Y: |
|
139.57% |
| Volatility 3Y: |
|
- |
