DZ Bank Call 140 VOW 20.09.2024
/ DE000DJ23HJ8
DZ Bank Call 140 VOW 20.09.2024/ DE000DJ23HJ8 /
| 2024-06-03 8:13:19 AM |
Chg.+0.010 |
Bid12:34:06 PM |
Ask12:34:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.340
Bid Size: 30,000 |
0.370
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
140.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23HJ |
| 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: |
European |
| Quanto: |
- |
| Gearing: |
31.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-0.89 |
| Time value: |
0.42 |
| Break-even: |
144.20 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.09 |
| Spread %: |
27.27% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
11.53 |
| Rho: |
0.13 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-50.70% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.280 |
| 1M High / 1M Low: |
0.460 |
0.280 |
| 6M High / 6M Low: |
0.710 |
0.140 |
| High (YTD): |
2024-03-01 |
0.710 |
| Low (YTD): |
2024-01-19 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.12% |
| Volatility 6M: |
|
227.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
