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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
2024-08-01  8:35:02 PM Chg.-0.050 Bid8:43:39 PM Ask8:43:39 PM Underlying Strike price Expiration date Option type
0.080EUR -38.46% 0.090
Bid Size: 16,000		 0.140
Ask Size: 16,000		 VINCI S.A. INH. EO... 120.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39NR
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.67
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -1.44
Time value: 0.18
Break-even: 121.80
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.23
Theta: -0.02
Omega: 13.29
Rho: 0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.080
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month     0.00%
3 Months
  -77.78%
YTD
  -87.88%
1 Year
  -84.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: 0.870 0.080
High (YTD): 2024-02-07 0.870
Low (YTD): 2024-07-01 0.080
52W High: 2024-02-07 0.870
52W Low: 2024-07-01 0.080
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.477
Avg. volume 1Y:   0.000
Volatility 1M:   312.47%
Volatility 6M:   229.84%
Volatility 1Y:   186.65%
Volatility 3Y:   -