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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
31/07/2024  21:34:54 Chg.-0.030 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.130
Bid Size: 2,000		 0.180
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: 50.79
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -1.34
Time value: 0.21
Break-even: 122.10
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 31.25%
Delta: 0.25
Theta: -0.02
Omega: 12.77
Rho: 0.10
 

Quote data

Open: 0.160
High: 0.180
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+62.50%
3 Months
  -63.89%
YTD
  -80.30%
1 Year
  -77.59%
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): 07/02/2024 0.870
Low (YTD): 01/07/2024 0.080
52W High: 07/02/2024 0.870
52W Low: 01/07/2024 0.080
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   0.000
Volatility 1M:   309.41%
Volatility 6M:   228.51%
Volatility 1Y:   185.93%
Volatility 3Y:   -