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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
11/10/2024  21:35:00 Chg.-0.030 Bid21:59:24 Ask21:59:24 Underlying Strike price Expiration date Option type
0.060EUR -33.33% 0.070
Bid Size: 2,000		 0.120
Ask Size: 2,000		 VINCI S.A. INH. EO... 120.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 89.71
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -1.24
Time value: 0.12
Break-even: 121.20
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.87
Spread abs.: 0.05
Spread %: 71.43%
Delta: 0.19
Theta: -0.03
Omega: 17.23
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.100
Low: 0.060
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -50.00%
3 Months
  -62.50%
YTD
  -90.91%
1 Year
  -86.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.044
1M High / 1M Low: 0.150 0.038
6M High / 6M Low: 0.620 0.038
High (YTD): 07/02/2024 0.870
Low (YTD): 03/10/2024 0.038
52W High: 07/02/2024 0.870
52W Low: 03/10/2024 0.038
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.413
Avg. volume 1Y:   0.000
Volatility 1M:   497.36%
Volatility 6M:   336.80%
Volatility 1Y:   261.74%
Volatility 3Y:   -