DZ Bank Call 16 SFQ 20.12.2024
/ DE000DJ4BME2
DZ Bank Call 16 SFQ 20.12.2024/ DE000DJ4BME2 /
| 2024-06-14 9:35:06 AM |
Chg.-0.100 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-4.78% |
1.990
Bid Size: 12,500 |
2.050
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BME |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
0.76 |
| Time value: |
1.66 |
| Break-even: |
18.42 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.18 |
| Spread %: |
8.04% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.46 |
| Rho: |
0.04 |
Quote data
| Open: |
1.990 |
| High: |
2.020 |
| Low: |
1.990 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.16% |
| 1 Month |
|
|
-21.34% |
| 3 Months |
|
|
-45.03% |
| YTD |
|
|
-7.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
2.090 |
| 1M High / 1M Low: |
2.590 |
2.000 |
| 6M High / 6M Low: |
4.210 |
1.340 |
| High (YTD): |
2024-04-03 |
4.210 |
| Low (YTD): |
2024-01-17 |
1.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.553 |
| Avg. volume 6M: |
|
13.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.29% |
| Volatility 6M: |
|
125.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
