DZ Bank Call 120 VOW 21.06.2024
/ DE000DJ40CN5
DZ Bank Call 120 VOW 21.06.2024/ DE000DJ40CN5 /
| 2024-05-17 9:35:03 PM |
Chg.+0.110 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+5.58% |
2.070
Bid Size: 3,000 |
2.220
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ40CN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
2.04 |
| Time value: |
0.18 |
| Break-even: |
142.20 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
7.25% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
5.54 |
| Rho: |
0.09 |
Quote data
| Open: |
1.970 |
| High: |
2.150 |
| Low: |
1.940 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.19% |
| 1 Month |
|
|
-6.73% |
| 3 Months |
|
|
+11.23% |
| YTD |
|
|
+144.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.870 |
| 1M High / 1M Low: |
2.280 |
1.350 |
| 6M High / 6M Low: |
2.960 |
0.720 |
| High (YTD): |
2024-04-04 |
2.960 |
| Low (YTD): |
2024-01-19 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.657 |
| Avg. volume 6M: |
|
4.839 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.88% |
| Volatility 6M: |
|
170.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
