DZ Bank Call 95 SQU 20.09.2024
/ DE000DQ4KAZ4
DZ Bank Call 95 SQU 20.09.2024/ DE000DQ4KAZ4 /
| 2024-08-01 11:34:55 AM |
Chg.-0.090 |
Bid11:41:59 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-7.63% |
1.090
Bid Size: 35,000 |
-
Ask Size: - |
VINCI S.A. INH. EO... |
95.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DQ4KAZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
1.06 |
| Time value: |
0.13 |
| Break-even: |
106.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
7.65 |
| Rho: |
0.11 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.070 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.80% |
| 1 Month |
|
|
+19.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.110 |
| 1M High / 1M Low: |
1.400 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
