DZ Bank Call 120 SQU 20.09.2024
/ DE000DJ23WE8
DZ Bank Call 120 SQU 20.09.2024/ DE000DJ23WE8 /
| 6/20/2024 9:34:41 PM |
Chg.+0.026 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+59.09% |
0.070
Bid Size: 4,000 |
0.110
Ask Size: 4,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23WE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
118.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-1.96 |
| Time value: |
0.09 |
| Break-even: |
120.85 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.04 |
| Spread %: |
88.89% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
15.14 |
| Rho: |
0.03 |
Quote data
| Open: |
0.060 |
| High: |
0.079 |
| Low: |
0.057 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.79% |
| 1 Month |
|
|
-78.79% |
| 3 Months |
|
|
-85.11% |
| YTD |
|
|
-86.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.036 |
| 1M High / 1M Low: |
0.330 |
0.020 |
| 6M High / 6M Low: |
0.690 |
0.020 |
| High (YTD): |
2/7/2024 |
0.690 |
| Low (YTD): |
6/11/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
799.02% |
| Volatility 6M: |
|
368.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
