DZ Bank Call 120 SQU 20.09.2024
/ DE000DJ23WE8
DZ Bank Call 120 SQU 20.09.2024/ DE000DJ23WE8 /
| 2024-06-07 9:34:53 PM |
Chg.-0.090 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-37.50% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WE |
| 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: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.63 |
| Time value: |
0.28 |
| Break-even: |
122.80 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
14.66 |
| Rho: |
0.11 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.150 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-46.43% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-70.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.150 |
| 1M High / 1M Low: |
0.430 |
0.150 |
| 6M High / 6M Low: |
0.700 |
0.150 |
| High (YTD): |
2024-02-07 |
0.690 |
| Low (YTD): |
2024-06-07 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.11% |
| Volatility 6M: |
|
203.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
