DZ Bank Call 130 VOW 20.12.2024
/ DE000DJ5C1M5
DZ Bank Call 130 VOW 20.12.2024/ DE000DJ5C1M5 /
| 2024-06-03 9:35:10 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+0.78% |
1.220
Bid Size: 3,000 |
1.310
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
130.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5C1M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.11 |
| Time value: |
1.29 |
| Break-even: |
144.00 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
6.87% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
5.57 |
| Rho: |
0.35 |
Quote data
| Open: |
1.360 |
| High: |
1.400 |
| Low: |
1.200 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.24% |
| 1 Month |
|
|
+13.16% |
| 3 Months |
|
|
-29.89% |
| YTD |
|
|
+63.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.250 |
| 1M High / 1M Low: |
1.630 |
1.140 |
| 6M High / 6M Low: |
2.260 |
0.640 |
| High (YTD): |
2024-04-05 |
2.260 |
| Low (YTD): |
2024-01-17 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.21% |
| Volatility 6M: |
|
153.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
