DZ Bank Call 120 SQU 20.12.2024
/ DE000DJ39NR5
DZ Bank Call 120 SQU 20.12.2024/ DE000DJ39NR5 /
| 2024-04-30 9:05:33 AM |
Chg.-0.040 |
Bid8:31:24 PM |
Ask8:31:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-9.52% |
0.350
Bid Size: 16,000 |
0.390
Ask Size: 16,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39NR |
| 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: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-0.94 |
| Time value: |
0.42 |
| Break-even: |
124.20 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
10.12 |
| Rho: |
0.25 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-51.90% |
| 3 Months |
|
|
-46.48% |
| YTD |
|
|
-43.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.720 |
0.400 |
| 6M High / 6M Low: |
0.840 |
0.390 |
| High (YTD): |
2024-02-06 |
0.840 |
| Low (YTD): |
2024-04-19 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.93% |
| Volatility 6M: |
|
128.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
