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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
9/6/2024  9:35:01 PM Chg.-0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 2,000		 0.190
Ask Size: 2,000		 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: 57.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -1.09
Time value: 0.19
Break-even: 121.90
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.48
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.26
Theta: -0.02
Omega: 14.75
Rho: 0.07
 

Quote data

Open: 0.180
High: 0.180
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+27.27%
3 Months
  -54.84%
YTD
  -78.79%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.090
1M High / 1M Low: 0.170 0.070
6M High / 6M Low: 0.810 0.070
High (YTD): 2/7/2024 0.870
Low (YTD): 8/14/2024 0.070
52W High: 2/7/2024 0.870
52W Low: 8/14/2024 0.070
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   383.23%
Volatility 6M:   284.56%
Volatility 1Y:   224.22%
Volatility 3Y:   -