DZ Bank Call 95 SQU 20.09.2024
/ DE000DJ5J7P8
DZ Bank Call 95 SQU 20.09.2024/ DE000DJ5J7P8 /
| 2024-05-13 12:04:18 PM |
Chg.-0.100 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
95.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5J7P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.15 |
| Parity: |
1.88 |
| Time value: |
0.43 |
| Break-even: |
118.10 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
4.01 |
| Rho: |
0.20 |
Quote data
| Open: |
2.320 |
| High: |
2.320 |
| Low: |
2.230 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.37% |
| 3 Months |
|
|
-2.62% |
| YTD |
|
|
+4.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.330 |
1.900 |
| 6M High / 6M Low: |
2.590 |
1.730 |
| High (YTD): |
2024-03-27 |
2.590 |
| Low (YTD): |
2024-04-17 |
1.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.98% |
| Volatility 6M: |
|
71.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
