DZ Bank Call 17 SFQ 20.12.2024
/ DE000DJ7RTF3
DZ Bank Call 17 SFQ 20.12.2024/ DE000DJ7RTF3 /
| 2024-05-21 8:34:35 AM |
Chg.0.000 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
0.00% |
2.030
Bid Size: 4,375 |
2.180
Ask Size: 4,375 |
SAF-HOLLAND SE INH ... |
17.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7RTF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
0.70 |
| Time value: |
1.51 |
| Break-even: |
19.21 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.18 |
| Spread %: |
8.87% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
5.20 |
| Rho: |
0.05 |
Quote data
| Open: |
2.030 |
| High: |
2.030 |
| Low: |
2.030 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.50% |
| 1 Month |
|
|
-31.19% |
| 3 Months |
|
|
+9.14% |
| YTD |
|
|
+15.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.960 |
| 1M High / 1M Low: |
2.850 |
1.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-03 |
3.580 |
| Low (YTD): |
2024-01-17 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
