DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
| 04/06/2024 10:35:22 |
Chg.-0.050 |
Bid11:01:51 |
Ask11:01:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-10.87% |
0.390
Bid Size: 40,000 |
0.400
Ask Size: 40,000 |
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: |
22.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-0.51 |
| Time value: |
0.51 |
| Break-even: |
125.10 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
10.37 |
| Rho: |
0.26 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
-36.92% |
| YTD |
|
|
-37.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.620 |
0.390 |
| 6M High / 6M Low: |
0.870 |
0.360 |
| High (YTD): |
07/02/2024 |
0.870 |
| Low (YTD): |
30/04/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.84% |
| Volatility 6M: |
|
147.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
