DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
| 2024-07-08 9:07:14 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
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: |
45.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-1.48 |
| Time value: |
0.23 |
| Break-even: |
122.30 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.08 |
| Spread %: |
53.33% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
11.59 |
| Rho: |
0.11 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-73.08% |
| YTD |
|
|
-79.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.100 |
| 1M High / 1M Low: |
0.220 |
0.100 |
| 6M High / 6M Low: |
0.840 |
0.100 |
| High (YTD): |
2024-02-06 |
0.840 |
| Low (YTD): |
2024-07-03 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.525 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
491.18% |
| Volatility 6M: |
|
237.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
