DZ Bank Call 110 VOW 20.12.2024
/ DE000DJ523T8
DZ Bank Call 110 VOW 20.12.2024/ DE000DJ523T8 /
| 2024-05-27 12:34:59 PM |
Chg.+0.120 |
Bid9:59:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
+4.11% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
110.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ523T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.24 |
| Parity: |
1.90 |
| Time value: |
1.37 |
| Break-even: |
142.70 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
2.90 |
| Rho: |
0.34 |
Quote data
| Open: |
3.030 |
| High: |
3.040 |
| Low: |
2.960 |
| Previous Close: |
2.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.59% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+78.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.250 |
2.510 |
| 6M High / 6M Low: |
3.960 |
1.550 |
| High (YTD): |
2024-04-04 |
3.960 |
| Low (YTD): |
2024-01-17 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.695 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.47% |
| Volatility 6M: |
|
106.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
