DZ Bank Call 16 SFQ 20.12.2024
/ DE000DJ1MC84
DZ Bank Call 16 SFQ 20.12.2024/ DE000DJ1MC84 /
| 6/14/2024 8:11:21 AM |
Chg.-0.12 |
Bid9:20:32 AM |
Ask9:20:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-10.00% |
1.14
Bid Size: 15,000 |
1.24
Ask Size: 15,000 |
SAF-HOLLAND SE INH ... |
16.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.29 |
| Parity: |
0.76 |
| Time value: |
0.72 |
| Break-even: |
17.48 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
25.42% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
8.08 |
| Rho: |
0.05 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-10.74% |
| 3 Months |
|
|
-32.50% |
| YTD |
|
|
+11.34% |
| 1 Year |
|
|
+33.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.16 |
| 1M High / 1M Low: |
1.31 |
1.05 |
| 6M High / 6M Low: |
1.80 |
0.70 |
| High (YTD): |
3/27/2024 |
1.80 |
| Low (YTD): |
1/17/2024 |
0.70 |
| 52W High: |
3/27/2024 |
1.80 |
| 52W Low: |
8/30/2023 |
0.38 |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
250 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
54.35 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
30 |
| Avg. price 1Y: |
|
0.93 |
| Avg. volume 1Y: |
|
14.65 |
| Volatility 1M: |
|
106.19% |
| Volatility 6M: |
|
95.85% |
| Volatility 1Y: |
|
105.00% |
| Volatility 3Y: |
|
- |
