DZ Bank Call 20 SFQ 20.09.2024
/ DE000DJ65QA9
DZ Bank Call 20 SFQ 20.09.2024/ DE000DJ65QA9 /
| 2024-06-21 8:10:02 AM |
Chg.+0.060 |
Bid5:51:23 PM |
Ask5:51:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+6.45% |
1.020
Bid Size: 4,375 |
1.170
Ask Size: 4,375 |
SAF-HOLLAND SE INH ... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ65QA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
-0.94 |
| Time value: |
1.17 |
| Break-even: |
21.17 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.18 |
| Spread %: |
18.18% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
7.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+330.43% |
| 1 Month |
|
|
+110.64% |
| 3 Months |
|
|
-1.00% |
| YTD |
|
|
+35.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.170 |
| 1M High / 1M Low: |
0.930 |
0.170 |
| 6M High / 6M Low: |
1.570 |
0.170 |
| High (YTD): |
2024-04-04 |
1.570 |
| Low (YTD): |
2024-06-17 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.703 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,179.63% |
| Volatility 6M: |
|
521.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
