DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
| 6/17/2024 9:06:42 AM |
Chg.0.000 |
Bid5:35:22 PM |
Ask5:35:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.090
Bid Size: 16,000 |
0.130
Ask Size: 16,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
70.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-2.19 |
| Time value: |
0.14 |
| Break-even: |
121.40 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
11.70 |
| Rho: |
0.08 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-79.63% |
| 3 Months |
|
|
-82.54% |
| YTD |
|
|
-83.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.540 |
0.110 |
| 6M High / 6M Low: |
0.840 |
0.110 |
| High (YTD): |
2/6/2024 |
0.840 |
| Low (YTD): |
6/14/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.00% |
| Volatility 6M: |
|
157.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
