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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
10/11/2024  10:35:29 AM Chg.-0.012 Bid11:01:09 AM Ask11:01:09 AM Underlying Strike price Expiration date Option type
0.078EUR -13.33% 0.074
Bid Size: 40,000		 0.084
Ask Size: 40,000		 VINCI S.A. INH. EO... 120.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.82
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.25
Time value: 0.14
Break-even: 121.40
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.88
Spread abs.: 0.05
Spread %: 55.56%
Delta: 0.21
Theta: -0.03
Omega: 15.90
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.100
Low: 0.077
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month
  -58.95%
3 Months
  -40.00%
YTD
  -88.18%
1 Year
  -84.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.044
1M High / 1M Low: 0.190 0.038
6M High / 6M Low: 0.620 0.038
High (YTD): 2/7/2024 0.870
Low (YTD): 10/3/2024 0.038
52W High: 2/7/2024 0.870
52W Low: 10/3/2024 0.038
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.415
Avg. volume 1Y:   0.000
Volatility 1M:   500.54%
Volatility 6M:   333.85%
Volatility 1Y:   259.82%
Volatility 3Y:   -