DZ Bank Call 130 VOW 21.06.2024
/ DE000DJ5C1L7
DZ Bank Call 130 VOW 21.06.2024/ DE000DJ5C1L7 /
| 2024-05-24 8:03:27 AM |
Chg.+0.110 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+14.86% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
130.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5C1L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.80 |
| Time value: |
0.19 |
| Break-even: |
139.90 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
17.86% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
10.90 |
| Rho: |
0.08 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.37% |
| 1 Month |
|
|
-24.11% |
| 3 Months |
|
|
-42.95% |
| YTD |
|
|
+84.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.740 |
| 1M High / 1M Low: |
1.330 |
0.580 |
| 6M High / 6M Low: |
2.050 |
0.350 |
| High (YTD): |
2024-04-05 |
2.050 |
| Low (YTD): |
2024-01-19 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.994 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.84% |
| Volatility 6M: |
|
245.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
