DZ Bank Call 110 VOW 21.06.2024
/ DE000DW8N9B8
DZ Bank Call 110 VOW 21.06.2024/ DE000DW8N9B8 /
| 2024-05-27 8:19:19 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
110.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW8N9B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-27 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.83 |
| Time value: |
0.57 |
| Break-even: |
134.00 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.36 |
| Omega: |
4.07 |
| Rho: |
0.03 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.75% |
| 3 Months |
|
|
+12.63% |
| YTD |
|
|
+116.16% |
| 1 Year |
|
|
-2.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.27 |
1.60 |
| 6M High / 6M Low: |
2.45 |
0.91 |
| High (YTD): |
2024-04-09 |
2.45 |
| Low (YTD): |
2024-01-03 |
0.91 |
| 52W High: |
2024-04-09 |
2.45 |
| 52W Low: |
2023-10-27 |
0.65 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
131.20% |
| Volatility 6M: |
|
124.71% |
| Volatility 1Y: |
|
108.34% |
| Volatility 3Y: |
|
- |
