DZ Bank Call 120 VOW 20.12.2024
/ DE000DJ40CP0
DZ Bank Call 120 VOW 20.12.2024/ DE000DJ40CP0 /
| 2024-04-30 9:34:57 PM |
Chg.-0.530 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-23.87% |
1.670
Bid Size: 3,000 |
1.760
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40CP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
1.28 |
| Time value: |
0.48 |
| Break-even: |
137.60 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
5.39% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
6.25 |
| Rho: |
0.59 |
Quote data
| Open: |
2.220 |
| High: |
2.220 |
| Low: |
1.670 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-30.74% |
| 3 Months |
|
|
-12.44% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.690 |
| 1M High / 1M Low: |
3.060 |
1.690 |
| 6M High / 6M Low: |
3.060 |
1.020 |
| High (YTD): |
2024-04-04 |
3.060 |
| Low (YTD): |
2024-01-17 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.91% |
| Volatility 6M: |
|
129.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
