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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
2024-06-28  10:34:53 AM Chg.0.000 Bid2024-06-28 Ask2024-06-28 Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 40,000		 0.110
Ask Size: 40,000		 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: 54.94
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -2.11
Time value: 0.18
Break-even: 121.80
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.54
Spread abs.: 0.08
Spread %: 80.00%
Delta: 0.19
Theta: -0.02
Omega: 10.67
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -76.19%
3 Months
  -86.11%
YTD
  -84.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.460 0.100
6M High / 6M Low: 0.870 0.100
High (YTD): 2024-02-07 0.870
Low (YTD): 2024-06-27 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.540
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.75%
Volatility 6M:   192.39%
Volatility 1Y:   -
Volatility 3Y:   -