DZ Bank Call 110 SQU 20.09.2024
/ DE000DJ23WD0
DZ Bank Call 110 SQU 20.09.2024/ DE000DJ23WD0 /
| 7/16/2024 9:05:48 AM |
Chg.-0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
110.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23WD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-0.46 |
| Time value: |
0.29 |
| Break-even: |
112.90 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
52.63% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
14.11 |
| Rho: |
0.07 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-71.83% |
| YTD |
|
|
-80.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.340 |
0.160 |
| 6M High / 6M Low: |
1.270 |
0.160 |
| High (YTD): |
2/6/2024 |
1.270 |
| Low (YTD): |
7/3/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.00% |
| Volatility 6M: |
|
226.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
