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DZ Bank Call 16 SFQ 20.12.2024/  DE000DJ1MC84  /

Frankfurt Zert./DZB
2024-06-14  9:34:56 PM Chg.-0.140 Bid9:56:19 PM Ask9:56:19 PM Underlying Strike price Expiration date Option type
0.980EUR -12.50% 0.970
Bid Size: 1,500		 1.270
Ask Size: 1,500		 SAF-HOLLAND SE INH ... 16.00 - 2024-12-20 Call
 

Master data

WKN: DJ1MC8
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 12.57
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.29
Parity: -0.04
Time value: 1.27
Break-even: 17.27
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.30
Spread %: 30.93%
Delta: 0.57
Theta: 0.00
Omega: 7.18
Rho: 0.04
 

Quote data

Open: 1.090
High: 1.160
Low: 0.980
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.83%
1 Month
  -22.22%
3 Months
  -39.88%
YTD
  -2.00%
1 Year  
+24.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 0.980
1M High / 1M Low: 1.290 0.980
6M High / 6M Low: 1.770 0.690
High (YTD): 2024-04-03 1.770
Low (YTD): 2024-01-17 0.690
52W High: 2024-04-03 1.770
52W Low: 2023-08-24 0.360
Avg. price 1W:   1.154
Avg. volume 1W:   0.000
Avg. price 1M:   1.173
Avg. volume 1M:   0.000
Avg. price 6M:   1.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   0.000
Volatility 1M:   98.91%
Volatility 6M:   95.14%
Volatility 1Y:   107.44%
Volatility 3Y:   -