DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
7/31/2024 9:34:54 PM |
Chg.-0.030 |
Bid9:58:01 PM |
Ask9:58:01 PM |
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 |
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: |
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): |
2/7/2024 |
0.870 |
Low (YTD): |
7/1/2024 |
0.080 |
52W High: |
2/7/2024 |
0.870 |
52W Low: |
7/1/2024 |
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: |
|
- |