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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

Frankfurt Zert./DZB
8/2/2024  4:04:58 PM Chg.+0.030 Bid4:21:57 PM Ask4:21:57 PM Underlying Strike price Expiration date Option type
0.120EUR +33.33% 0.120
Bid Size: 40,000		 0.130
Ask Size: 40,000		 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: 73.64
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -1.69
Time value: 0.14
Break-even: 121.40
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.53
Spread abs.: 0.05
Spread %: 55.56%
Delta: 0.19
Theta: -0.02
Omega: 13.67
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month  
+33.33%
3 Months
  -67.57%
YTD
  -81.82%
1 Year
  -72.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.090
1M High / 1M Low: 0.200 0.090
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:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   0.475
Avg. volume 1Y:   0.000
Volatility 1M:   331.93%
Volatility 6M:   233.72%
Volatility 1Y:   188.18%
Volatility 3Y:   -