DZ Bank Call 110 SQU 20.12.2024
/ DE000DJ39NQ7
DZ Bank Call 110 SQU 20.12.2024/ DE000DJ39NQ7 /
| 5/24/2024 9:05:44 AM |
Chg.-0.120 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-11.43% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
110.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.96% |
| 1 Month |
|
|
+1.09% |
| 3 Months |
|
|
-22.50% |
| YTD |
|
|
-20.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.930 |
| 1M High / 1M Low: |
1.240 |
0.840 |
| 6M High / 6M Low: |
1.430 |
0.830 |
| High (YTD): |
2/7/2024 |
1.430 |
| Low (YTD): |
4/19/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.15% |
| Volatility 6M: |
|
93.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
