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DZ Bank Call 18 SFQ 20.12.2024/  DE000DDZ5291  /

Frankfurt Zert./DZB
6/13/2024  4:05:04 PM Chg.-0.040 Bid4:12:41 PM Ask4:12:41 PM Underlying Strike price Expiration date Option type
1.260EUR -3.08% 1.240
Bid Size: 12,500		 1.300
Ask Size: 12,500		 SAF-HOLLAND SE INH ... 18.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/3/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.25
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -1.24
Time value: 1.49
Break-even: 19.49
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.18
Spread %: 13.74%
Delta: 0.48
Theta: -0.01
Omega: 5.40
Rho: 0.03
 

Quote data

Open: 1.280
High: 1.370
Low: 1.210
Previous Close: 1.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -7.35%
3 Months
  -57.43%
YTD
  -14.29%
1 Year  
+4.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.300
1M High / 1M Low: 1.630 1.170
6M High / 6M Low: 2.980 0.810
High (YTD): 4/3/2024 2.980
Low (YTD): 1/17/2024 0.810
52W High: 4/3/2024 2.980
52W Low: 8/24/2023 0.560
Avg. price 1W:   1.356
Avg. volume 1W:   0.000
Avg. price 1M:   1.385
Avg. volume 1M:   0.000
Avg. price 6M:   1.665
Avg. volume 6M:   2
Avg. price 1Y:   1.328
Avg. volume 1Y:   .977
Volatility 1M:   141.99%
Volatility 6M:   152.77%
Volatility 1Y:   147.43%
Volatility 3Y:   -