DZ Bank Call 110 SQU 20.09.2024
/ DE000DJ23WD0
DZ Bank Call 110 SQU 20.09.2024/ DE000DJ23WD0 /
| 5/27/2024 9:08:51 AM |
Chg.+0.050 |
Bid10:20:03 AM |
Ask10:20:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+6.58% |
0.850
Bid Size: 40,000 |
0.860
Ask Size: 40,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
0.42 |
| Time value: |
0.42 |
| Break-even: |
118.30 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
9.44 |
| Rho: |
0.22 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.96% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-22.12% |
| YTD |
|
|
-20.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.760 |
| 1M High / 1M Low: |
1.050 |
0.640 |
| 6M High / 6M Low: |
1.270 |
0.640 |
| High (YTD): |
2/6/2024 |
1.270 |
| Low (YTD): |
5/3/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.003 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.07% |
| Volatility 6M: |
|
108.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
