DZ Bank Call 130 VOW 21.06.2024
/ DE000DJ5C1L7
DZ Bank Call 130 VOW 21.06.2024/ DE000DJ5C1L7 /
| 2024-05-27 8:03:09 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
130.00 - |
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 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.25 |
| Parity: |
0.11 |
| Time value: |
1.19 |
| Break-even: |
143.00 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
3.88 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.56 |
| Theta: |
-0.31 |
| Omega: |
5.69 |
| Rho: |
0.03 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.06% |
| 1 Month |
|
|
-20.87% |
| 3 Months |
|
|
-52.85% |
| YTD |
|
|
+97.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.910 |
| 1M High / 1M Low: |
1.330 |
0.580 |
| 6M High / 6M Low: |
2.050 |
0.350 |
| High (YTD): |
2024-04-05 |
2.050 |
| Low (YTD): |
2024-01-19 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.007 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.09% |
| Volatility 6M: |
|
247.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
