DZ Bank Call 100 SQU 20.09.2024
/ DE000DQ4CVM5
DZ Bank Call 100 SQU 20.09.2024/ DE000DQ4CVM5 /
| 15/08/2024 09:13:51 |
Chg.+0.020 |
Bid14:30:23 |
Ask14:30:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.570
Bid Size: 35,000 |
0.590
Ask Size: 35,000 |
VINCI S.A. INH. EO... |
100.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DQ4CVM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
0.26 |
| Break-even: |
106.10 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
19.61% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
11.40 |
| Rho: |
0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.51% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.930 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
