DZ Bank Call 16 SFQ 20.12.2024
/ DE000DJ4BME2
DZ Bank Call 16 SFQ 20.12.2024/ DE000DJ4BME2 /
| 2024-05-20 9:35:13 PM |
Chg.+0.080 |
Bid8:30:34 AM |
Ask8:30:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
+3.21% |
2.570
Bid Size: 4,375 |
2.720
Ask Size: 4,375 |
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: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.30 |
| Parity: |
1.64 |
| Time value: |
1.06 |
| Break-even: |
18.70 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.18 |
| Spread %: |
7.14% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.84 |
| Rho: |
0.06 |
Quote data
| Open: |
2.530 |
| High: |
2.670 |
| Low: |
2.530 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.58% |
| 1 Month |
|
|
-28.01% |
| 3 Months |
|
|
+11.74% |
| YTD |
|
|
+20.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
2.490 |
| 1M High / 1M Low: |
3.460 |
1.950 |
| 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: |
|
2.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.513 |
| Avg. volume 6M: |
|
13.710 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.57% |
| Volatility 6M: |
|
124.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
