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DZ Bank Call 18 SFQ 20.12.2024/  DE000DDZ5291  /

EUWAX
2024-06-21  9:31:37 AM Chg.+0.29 Bid9:50:37 AM Ask9:50:37 AM Underlying Strike price Expiration date Option type
2.63EUR +12.39% 2.58
Bid Size: 12,500		 2.64
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 18.00 - 2024-12-20 Call
 

Master data

WKN: DDZ529
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAF-HOLLAND SE INH EO 1
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-03-03
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 1.06
Implied volatility: 0.38
Historic volatility: 0.31
Parity: 1.06
Time value: 1.66
Break-even: 20.72
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.18
Spread %: 7.09%
Delta: 0.66
Theta: -0.01
Omega: 4.63
Rho: 0.05
 

Quote data

Open: 2.55
High: 2.63
Low: 2.55
Previous Close: 2.34
Turnover: 1,315
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+134.82%
1 Month  
+81.38%
3 Months  
+21.76%
YTD  
+71.90%
1 Year  
+124.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 1.00
1M High / 1M Low: 2.34 1.00
6M High / 6M Low: 3.01 0.82
High (YTD): 2024-04-04 3.01
Low (YTD): 2024-01-17 0.82
52W High: 2024-04-04 3.01
52W Low: 2023-08-24 0.58
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   1.36
Avg. volume 1Y:   5.23
Volatility 1M:   398.05%
Volatility 6M:   211.23%
Volatility 1Y:   178.74%
Volatility 3Y:   -