DZ Bank Call 130 VOW 21.06.2024
/ DE000DJ5C1L7
DZ Bank Call 130 VOW 21.06.2024/ DE000DJ5C1L7 /
| 2024-05-02 9:34:38 AM |
Chg.-0.010 |
Bid10:02:29 AM |
Ask10:02:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
0.640
Bid Size: 30,000 |
0.670
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
130.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5C1L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.28 |
| Time value: |
0.43 |
| Break-even: |
137.10 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
14.52% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
11.69 |
| Rho: |
0.10 |
Quote data
| Open: |
0.620 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.00% |
| 1 Month |
|
|
-60.38% |
| 3 Months |
|
|
-39.42% |
| YTD |
|
|
+36.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.640 |
| 1M High / 1M Low: |
2.010 |
0.640 |
| 6M High / 6M Low: |
2.010 |
0.350 |
| High (YTD): |
2024-04-04 |
2.010 |
| Low (YTD): |
2024-01-19 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.960 |
| Avg. volume 6M: |
|
96.774 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.47% |
| Volatility 6M: |
|
222.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
