DZ Bank Call 95 SQU 20.12.2024
/ DE000DQ4KA07
DZ Bank Call 95 SQU 20.12.2024/ DE000DQ4KA07 /
| 2024-08-01 9:04:39 PM |
Chg.-0.160 |
Bid2024-08-01 |
Ask2024-08-01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-11.94% |
1.180
Bid Size: 14,000 |
1.230
Ask Size: 14,000 |
VINCI S.A. INH. EO... |
95.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ4KA0 |
| 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: |
2024-12-20 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.06 |
| Time value: |
0.34 |
| Break-even: |
109.00 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
3.70% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
6.01 |
| Rho: |
0.27 |
Quote data
| Open: |
1.270 |
| High: |
1.290 |
| Low: |
1.120 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.81% |
| 1 Month |
|
|
+11.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.280 |
| 1M High / 1M Low: |
1.550 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
