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DZ Bank Call 120 SQU 20.12.2024/  DE000DJ39NR5  /

EUWAX
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:   -