DZ Bank Call 110 SQU 20.09.2024
/ DE000DJ23WD0
DZ Bank Call 110 SQU 20.09.2024/ DE000DJ23WD0 /
| 2024-05-03 9:35:05 PM |
Chg.+0.030 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+4.76% |
0.670
Bid Size: 4,000 |
0.710
Ask Size: 4,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.09 |
| Time value: |
0.63 |
| Break-even: |
117.10 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
9.26 |
| Rho: |
0.22 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
-34.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.630 |
| 1M High / 1M Low: |
0.890 |
0.630 |
| 6M High / 6M Low: |
1.330 |
0.580 |
| High (YTD): |
2024-02-07 |
1.330 |
| Low (YTD): |
2024-05-02 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.645 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.984 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.65% |
| Volatility 6M: |
|
127.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
