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DZ Bank Call 140 VOW 20.12.2024/  DE000DJ1S3D6  /

EUWAX
2024-06-04  8:09:09 AM Chg.-0.100 Bid3:49:57 PM Ask3:49:57 PM Underlying Strike price Expiration date Option type
0.760EUR -11.63% 0.770
Bid Size: 30,000		 0.800
Ask Size: 30,000		 VOLKSWAGEN AG ST O.N... 140.00 - 2024-12-20 Call
 

Master data

WKN: DJ1S3D
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.39
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.92
Time value: 0.85
Break-even: 148.50
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.09
Spread %: 11.84%
Delta: 0.45
Theta: -0.03
Omega: 6.98
Rho: 0.28
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.65%
1 Month  
+7.04%
3 Months
  -40.16%
YTD  
+52.00%
1 Year
  -73.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.760
1M High / 1M Low: 1.090 0.740
6M High / 6M Low: 1.670 0.400
High (YTD): 2024-03-01 1.670
Low (YTD): 2024-01-22 0.400
52W High: 2023-06-14 3.680
52W Low: 2024-01-22 0.400
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   0.931
Avg. volume 6M:   52.288
Avg. price 1Y:   1.314
Avg. volume 1Y:   25.631
Volatility 1M:   175.20%
Volatility 6M:   186.13%
Volatility 1Y:   155.35%
Volatility 3Y:   -