DZ Bank Call 140 VOW 21.06.2024
/ DE000DJ1S3C8
DZ Bank Call 140 VOW 21.06.2024/ DE000DJ1S3C8 /
2024-05-23 7:04:33 PM |
Chg.+0.020 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+18.18% |
0.130 Bid Size: 10,500 |
0.200 Ask Size: 10,500 |
VOLKSWAGEN AG ST O.N... |
140.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ1S3C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-17 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
65.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.25 |
Parity: |
-0.23 |
Time value: |
0.21 |
Break-even: |
142.10 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.09 |
Spread %: |
75.00% |
Delta: |
0.41 |
Theta: |
-0.05 |
Omega: |
26.87 |
Rho: |
0.04 |
Quote data
Open: |
0.130 |
High: |
0.220 |
Low: |
0.130 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-51.85% |
1 Month |
|
|
-77.59% |
3 Months |
|
|
-85.56% |
YTD |
|
|
-45.83% |
1 Year |
|
|
-95.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.110 |
1M High / 1M Low: |
0.580 |
0.110 |
6M High / 6M Low: |
1.190 |
0.110 |
High (YTD): |
2024-04-05 |
1.190 |
Low (YTD): |
2024-05-22 |
0.110 |
52W High: |
2023-06-14 |
3.340 |
52W Low: |
2024-05-22 |
0.110 |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.500 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.001 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
519.13% |
Volatility 6M: |
|
328.65% |
Volatility 1Y: |
|
258.52% |
Volatility 3Y: |
|
- |