DZ Bank Call 110 SQU 20.12.2024
/ DE000DJ39NQ7
DZ Bank Call 110 SQU 20.12.2024/ DE000DJ39NQ7 /
| 2024-05-24 9:34:34 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
0.980
Bid Size: 4,000 |
1.020
Ask Size: 4,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.42 |
| Time value: |
0.61 |
| Break-even: |
120.20 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
7.65 |
| Rho: |
0.39 |
Quote data
| Open: |
0.940 |
| High: |
1.010 |
| Low: |
0.940 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.01% |
| 1 Month |
|
|
+10.23% |
| 3 Months |
|
|
-20.49% |
| YTD |
|
|
-15.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.970 |
| 1M High / 1M Low: |
1.220 |
0.820 |
| 6M High / 6M Low: |
1.480 |
0.820 |
| High (YTD): |
2024-02-07 |
1.480 |
| Low (YTD): |
2024-04-30 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.14% |
| Volatility 6M: |
|
102.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
