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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

EUWAX
8/2/2024  9:04:55 AM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.100EUR -23.08% -
Bid Size: -		 -
Ask Size: -		 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: 56.81
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -1.78
Time value: 0.18
Break-even: 121.80
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.21
Theta: -0.02
Omega: 11.75
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.38%
1 Month
  -16.67%
3 Months
  -73.68%
YTD
  -85.07%
1 Year
  -76.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.210 0.100
6M High / 6M Low: 0.840 0.100
High (YTD): 2/6/2024 0.840
Low (YTD): 8/2/2024 0.100
52W High: 2/6/2024 0.840
52W Low: 8/2/2024 0.100
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   288.20%
Volatility 6M:   254.56%
Volatility 1Y:   200.32%
Volatility 3Y:   -