DZ Bank Call 120 VOW 19.12.2025
/ DE000DJ8EXB0
DZ Bank Call 120 VOW 19.12.2025/ DE000DJ8EXB0 /
| 2024-05-20 9:35:02 PM |
Chg.-0.150 |
Bid8:21:57 AM |
Ask8:21:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-5.58% |
2.500
Bid Size: 10,500 |
2.580
Ask Size: 10,500 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8EXB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.25 |
| Parity: |
1.80 |
| Time value: |
0.83 |
| Break-even: |
146.30 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
3.54% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.69 |
| Rho: |
1.53 |
Quote data
| Open: |
2.590 |
| High: |
2.620 |
| Low: |
2.480 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.56% |
| 1 Month |
|
|
-11.50% |
| 3 Months |
|
|
-8.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.540 |
| 1M High / 1M Low: |
2.840 |
2.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
