DZ Bank Call 100 SQU 20.12.2024
/ DE000DW83100
DZ Bank Call 100 SQU 20.12.2024/ DE000DW83100 /
11/14/2024 9:35:16 PM |
Chg.+0.050 |
Bid9:58:50 PM |
Ask9:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+20.00% |
0.300 Bid Size: 2,000 |
0.350 Ask Size: 2,000 |
VINCI S.A. INH. EO... |
100.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW8310 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
32.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-0.14 |
Time value: |
0.30 |
Break-even: |
103.00 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.05 |
Spread %: |
20.00% |
Delta: |
0.47 |
Theta: |
-0.05 |
Omega: |
15.39 |
Rho: |
0.04 |
Quote data
Open: |
0.300 |
High: |
0.350 |
Low: |
0.270 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.92% |
1 Month |
|
|
-68.75% |
3 Months |
|
|
-61.54% |
YTD |
|
|
-83.52% |
1 Year |
|
|
-80.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.250 |
1M High / 1M Low: |
1.050 |
0.250 |
6M High / 6M Low: |
2.020 |
0.250 |
High (YTD): |
2/7/2024 |
2.250 |
Low (YTD): |
11/13/2024 |
0.250 |
52W High: |
2/7/2024 |
2.250 |
52W Low: |
11/13/2024 |
0.250 |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.002 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.419 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
362.45% |
Volatility 6M: |
|
214.73% |
Volatility 1Y: |
|
161.17% |
Volatility 3Y: |
|
- |