DZ Bank Call 110 SQU 20.12.2024
/ DE000DJ39NQ7
DZ Bank Call 110 SQU 20.12.2024/ DE000DJ39NQ7 /
9/2/2024 9:05:01 AM |
Chg.+0.010 |
Bid6:33:54 PM |
Ask6:33:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+2.44% |
0.390 Bid Size: 16,000 |
0.440 Ask Size: 16,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ39NQ |
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: |
12/20/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
-0.19 |
Time value: |
0.47 |
Break-even: |
114.70 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.05 |
Spread %: |
11.90% |
Delta: |
0.50 |
Theta: |
-0.03 |
Omega: |
11.55 |
Rho: |
0.15 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+35.48% |
3 Months |
|
|
-58.82% |
YTD |
|
|
-64.10% |
1 Year |
|
|
-40.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.400 |
1M High / 1M Low: |
0.420 |
0.260 |
6M High / 6M Low: |
1.410 |
0.260 |
High (YTD): |
2/7/2024 |
1.430 |
Low (YTD): |
8/5/2024 |
0.260 |
52W High: |
2/7/2024 |
1.430 |
52W Low: |
8/5/2024 |
0.260 |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.354 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.745 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.881 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
170.00% |
Volatility 6M: |
|
198.48% |
Volatility 1Y: |
|
158.14% |
Volatility 3Y: |
|
- |