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DZ Bank Call 110 SQU 20.12.2024/  DE000DJ39NQ7  /

EUWAX
27/09/2024  09:04:17 Chg.-0.020 Bid12:09:08 Ask12:09:08 Underlying Strike price Expiration date Option type
0.430EUR -4.44% 0.500
Bid Size: 40,000		 0.510
Ask Size: 40,000		 VINCI S.A. INH. EO... 110.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ39NQ
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: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.86
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.03
Time value: 0.48
Break-even: 114.80
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 11.63%
Delta: 0.54
Theta: -0.03
Omega: 12.39
Rho: 0.13
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month  
+7.50%
3 Months  
+16.22%
YTD
  -63.25%
1 Year
  -41.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.420
1M High / 1M Low: 0.590 0.400
6M High / 6M Low: 1.410 0.260
High (YTD): 07/02/2024 1.430
Low (YTD): 05/08/2024 0.260
52W High: 07/02/2024 1.430
52W Low: 05/08/2024 0.260
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   0.859
Avg. volume 1Y:   0.000
Volatility 1M:   165.21%
Volatility 6M:   205.11%
Volatility 1Y:   161.29%
Volatility 3Y:   -