DZ Bank Call 110 SQU 20.09.2024
/ DE000DJ23WD0
DZ Bank Call 110 SQU 20.09.2024/ DE000DJ23WD0 /
| 2024-06-11 9:07:06 AM |
Chg.-0.070 |
Bid3:32:06 PM |
Ask3:32:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-20.59% |
0.210
Bid Size: 40,000 |
0.220
Ask Size: 40,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.52 |
| Time value: |
0.35 |
| Break-even: |
113.50 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
12.07 |
| Rho: |
0.11 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.82% |
| 1 Month |
|
|
-72.73% |
| 3 Months |
|
|
-76.32% |
| YTD |
|
|
-73.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.340 |
| 1M High / 1M Low: |
1.050 |
0.340 |
| 6M High / 6M Low: |
1.270 |
0.340 |
| High (YTD): |
2024-02-06 |
1.270 |
| Low (YTD): |
2024-06-10 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.976 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.88% |
| Volatility 6M: |
|
137.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
