DZ Bank Call 140 VOW 20.09.2024
/ DE000DJ23WU4
DZ Bank Call 140 VOW 20.09.2024/ DE000DJ23WU4 /
| 2024-05-17 9:35:09 PM |
Chg.+0.050 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+9.43% |
0.570
Bid Size: 3,000 |
0.660
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
140.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
0.62 |
| Break-even: |
146.60 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
12.42 |
| Rho: |
0.26 |
Quote data
| Open: |
0.530 |
| High: |
0.610 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.89% |
| 1 Month |
|
|
-35.56% |
| 3 Months |
|
|
-25.64% |
| YTD |
|
|
+65.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.530 |
| 1M High / 1M Low: |
0.900 |
0.410 |
| 6M High / 6M Low: |
1.380 |
0.250 |
| High (YTD): |
2024-04-05 |
1.380 |
| Low (YTD): |
2024-01-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.31% |
| Volatility 6M: |
|
216.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
