DZ Bank Call 100 SQU 21.03.2025
/ DE000DQ4CVN3
DZ Bank Call 100 SQU 21.03.2025/ DE000DQ4CVN3 /
| 8/15/2024 9:13:51 AM |
Chg.+0.010 |
Bid2:15:07 PM |
Ask2:15:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+1.04% |
0.970
Bid Size: 35,000 |
0.980
Ask Size: 35,000 |
VINCI S.A. INH. EO... |
100.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ4CVN |
| 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: |
3/21/2025 |
| Issue date: |
6/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
0.66 |
| Break-even: |
110.10 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
6.76 |
| Rho: |
0.35 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.02% |
| 1 Month |
|
|
-13.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.960 |
| 1M High / 1M Low: |
1.290 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
