DZ Bank Call 110 SQU 21.06.2024
/ DE000DJ3QQT1
DZ Bank Call 110 SQU 21.06.2024/ DE000DJ3QQT1 /
| 2024-05-13 9:14:14 AM |
Chg.-0.010 |
Bid9:22:19 PM |
Ask9:22:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.710
Bid Size: 16,000 |
0.750
Ask Size: 16,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3QQT |
| 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: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
0.56 |
| Time value: |
0.26 |
| Break-even: |
118.20 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
10.14 |
| Rho: |
0.08 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.62% |
| 1 Month |
|
|
+44.00% |
| 3 Months |
|
|
-13.25% |
| YTD |
|
|
-16.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.390 |
| 1M High / 1M Low: |
0.730 |
0.350 |
| 6M High / 6M Low: |
1.120 |
0.350 |
| High (YTD): |
2024-02-01 |
1.100 |
| Low (YTD): |
2024-05-02 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.813 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.51% |
| Volatility 6M: |
|
162.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
