DZ Bank Call 17 SFQ 20.12.2024
/ DE000DJ7RTF3
DZ Bank Call 17 SFQ 20.12.2024/ DE000DJ7RTF3 /
| 6/14/2024 9:04:29 AM |
Chg.-0.050 |
Bid9:15:05 AM |
Ask9:15:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-3.13% |
1.510
Bid Size: 12,500 |
1.570
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
17.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-0.24 |
| Time value: |
1.91 |
| Break-even: |
18.91 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.18 |
| Spread %: |
10.40% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
4.93 |
| Rho: |
0.04 |
Quote data
| Open: |
1.520 |
| High: |
1.550 |
| Low: |
1.520 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.92% |
| 1 Month |
|
|
-22.50% |
| 3 Months |
|
|
-48.51% |
| YTD |
|
|
-11.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.600 |
| 1M High / 1M Low: |
2.060 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/3/2024 |
3.580 |
| Low (YTD): |
1/17/2024 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
