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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

EUWAX
01/08/2024  09:04:22 Chg.-0.030 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.130EUR -18.75% -
Bid Size: -		 -
Ask Size: -		 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: 58.67
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -1.44
Time value: 0.18
Break-even: 121.80
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.23
Theta: -0.02
Omega: 13.29
Rho: 0.09
 

Quote data

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

Performance

1 Week
  -7.14%
1 Month
  -40.91%
3 Months
  -65.79%
YTD
  -80.60%
1 Year
  -75.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.840 0.100
High (YTD): 06/02/2024 0.840
Low (YTD): 03/07/2024 0.100
52W High: 06/02/2024 0.840
52W Low: 03/07/2024 0.100
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.441
Avg. volume 6M:   0.000
Avg. price 1Y:   0.483
Avg. volume 1Y:   0.000
Volatility 1M:   329.60%
Volatility 6M:   251.34%
Volatility 1Y:   198.76%
Volatility 3Y:   -