DZ Bank Call 21 SFQ 20.12.2024
/ DE000DQ15HC4
DZ Bank Call 21 SFQ 20.12.2024/ DE000DQ15HC4 /
6/14/2024 3:35:12 PM |
Chg.-0.090 |
Bid3:43:47 PM |
Ask3:43:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-19.57% |
0.400 Bid Size: 12,500 |
0.460 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
21.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DQ15HC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
-4.66 |
Time value: |
0.62 |
Break-even: |
21.62 |
Moneyness: |
0.78 |
Premium: |
0.32 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.18 |
Spread %: |
40.91% |
Delta: |
0.25 |
Theta: |
0.00 |
Omega: |
6.67 |
Rho: |
0.02 |
Quote data
Open: |
0.430 |
High: |
0.470 |
Low: |
0.370 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.85% |
1 Month |
|
|
-46.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.460 |
1M High / 1M Low: |
0.720 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.564 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |