DZ Bank Call 110 SQU 20.12.2024
/ DE000DJ39NQ7
DZ Bank Call 110 SQU 20.12.2024/ DE000DJ39NQ7 /
2024-05-28 7:04:26 PM |
Chg.-0.110 |
Bid7:31:03 PM |
Ask7:31:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-10.19% |
0.980 Bid Size: 16,000 |
1.060 Ask Size: 16,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ39NQ |
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: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
0.55 |
Time value: |
0.57 |
Break-even: |
121.10 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
3.74% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
7.38 |
Rho: |
0.40 |
Quote data
Open: |
1.060 |
High: |
1.100 |
Low: |
0.970 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.01% |
1 Month |
|
|
+10.23% |
3 Months |
|
|
-24.22% |
YTD |
|
|
-15.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.970 |
1M High / 1M Low: |
1.220 |
0.820 |
6M High / 6M Low: |
1.480 |
0.820 |
High (YTD): |
2024-02-07 |
1.480 |
Low (YTD): |
2024-04-30 |
0.820 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.166 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.12% |
Volatility 6M: |
|
103.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |