DZ Bank Call 125 VOW 20.09.2024
/ DE000DJ23HH2
DZ Bank Call 125 VOW 20.09.2024/ DE000DJ23HH2 /
| 2024-05-31 9:35:18 PM |
Chg.-0.010 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.810
Bid Size: 3,000 |
0.900
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
125.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23HH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.25 |
| Parity: |
0.61 |
| Time value: |
0.29 |
| Break-even: |
134.00 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
11.11% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
11.27 |
| Rho: |
0.28 |
Quote data
| Open: |
0.810 |
| High: |
0.850 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.23% |
| 1 Month |
|
|
+26.98% |
| 3 Months |
|
|
-8.05% |
| YTD |
|
|
+81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.780 |
| 1M High / 1M Low: |
0.900 |
0.620 |
| 6M High / 6M Low: |
1.020 |
0.370 |
| High (YTD): |
2024-04-08 |
1.020 |
| Low (YTD): |
2024-01-19 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.72% |
| Volatility 6M: |
|
130.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
