DZ Bank Call 120 VOW 19.12.2025
/ DE000DJ8EXB0
DZ Bank Call 120 VOW 19.12.2025/ DE000DJ8EXB0 /
| 2024-05-02 9:50:14 AM |
Chg.-0.49 |
Bid5:36:10 PM |
Ask5:36:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
-17.95% |
2.18
Bid Size: 10,500 |
2.25
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: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.25 |
| Parity: |
1.28 |
| Time value: |
1.02 |
| Break-even: |
143.00 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
4.07% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.74 |
| Rho: |
1.40 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
2.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.04% |
| 1 Month |
|
|
-22.76% |
| 3 Months |
|
|
-10.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.61 |
| 1M High / 1M Low: |
3.43 |
2.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
