DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
06/09/2024 09:07:33 |
Chg.+0.040 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+30.77% |
- 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: |
57.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-1.09 |
Time value: |
0.19 |
Break-even: |
121.90 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.05 |
Spread %: |
35.71% |
Delta: |
0.26 |
Theta: |
-0.02 |
Omega: |
14.75 |
Rho: |
0.07 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.67% |
1 Month |
|
|
+70.00% |
3 Months |
|
|
-57.50% |
YTD |
|
|
-74.63% |
1 Year |
|
|
-51.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.110 |
1M High / 1M Low: |
0.170 |
0.100 |
6M High / 6M Low: |
0.790 |
0.100 |
High (YTD): |
06/02/2024 |
0.840 |
Low (YTD): |
21/08/2024 |
0.100 |
52W High: |
06/02/2024 |
0.840 |
52W Low: |
21/08/2024 |
0.100 |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.452 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
175.32% |
Volatility 6M: |
|
262.53% |
Volatility 1Y: |
|
208.14% |
Volatility 3Y: |
|
- |