DZ Bank Call 110 SQU 20.09.2024
/ DE000DJ23WD0
DZ Bank Call 110 SQU 20.09.2024/ DE000DJ23WD0 /
| 2024-05-13 2:35:10 PM |
Chg.-0.080 |
Bid2:54:36 PM |
Ask2:54:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-7.69% |
0.960
Bid Size: 40,000 |
0.970
Ask Size: 40,000 |
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: |
10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.56 |
| Time value: |
0.52 |
| Break-even: |
120.80 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
3.85% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
7.40 |
| Rho: |
0.25 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.940 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
+7.87% |
| YTD |
|
|
-4.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.690 |
| 1M High / 1M Low: |
1.040 |
0.630 |
| 6M High / 6M Low: |
1.330 |
0.620 |
| High (YTD): |
2024-02-07 |
1.330 |
| Low (YTD): |
2024-05-02 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.88% |
| Volatility 6M: |
|
128.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
