DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
| 14/06/2024 09:13:22 |
Chg.-0.040 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
120.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ39NR |
| 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: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-1.96 |
| Time value: |
0.15 |
| Break-even: |
121.50 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
36.36% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
12.22 |
| Rho: |
0.09 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.50% |
| 1 Month |
|
|
-81.67% |
| 3 Months |
|
|
-84.29% |
| YTD |
|
|
-83.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.140 |
| 1M High / 1M Low: |
0.640 |
0.140 |
| 6M High / 6M Low: |
0.840 |
0.140 |
| High (YTD): |
06/02/2024 |
0.840 |
| Low (YTD): |
12/06/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.55% |
| Volatility 6M: |
|
153.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
