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DZ Bank Call 16 SFQ/D 20.12.2024/  DE000DJ4BME2  /

Frankfurt Zert./DZB
2024-05-21  10:35:23 AM Chg.-0.200 Bid10:58:45 AM Ask10:58:45 AM Underlying Strike price Expiration date Option type
2.370EUR -7.78% 2.300
Bid Size: 12,500		 2.360
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: 6.44
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 1.70
Implied volatility: 0.30
Historic volatility: 0.30
Parity: 1.70
Time value: 1.05
Break-even: 18.75
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.18
Spread %: 7.00%
Delta: 0.74
Theta: 0.00
Omega: 4.79
Rho: 0.06
 

Quote data

Open: 2.570
High: 2.590
Low: 2.370
Previous Close: 2.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.32%
1 Month
  -33.61%
3 Months  
+3.04%
YTD  
+10.75%
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:   -