DZ Bank Call 95 VOW 21.06.2024
/ DE000DDZ26F4
DZ Bank Call 95 VOW 21.06.2024/ DE000DDZ26F4 /
| 2024-05-02 2:04:33 PM |
Chg.+0.010 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+0.55% |
1.840
Bid Size: 30,000 |
1.870
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DDZ26F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
3.78 |
| Time value: |
-1.86 |
| Break-even: |
114.20 |
| Moneyness: |
1.40 |
| Premium: |
-0.14 |
| Premium p.a.: |
-0.67 |
| Spread abs.: |
0.09 |
| Spread %: |
4.92% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.840 |
| High: |
1.860 |
| Low: |
1.830 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.55% |
| 1 Month |
|
|
-0.54% |
| 3 Months |
|
|
+10.84% |
| YTD |
|
|
+37.31% |
| 1 Year |
|
|
+14.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.830 |
| 1M High / 1M Low: |
1.870 |
1.830 |
| 6M High / 6M Low: |
1.870 |
1.240 |
| High (YTD): |
2024-04-08 |
1.870 |
| Low (YTD): |
2024-01-03 |
1.270 |
| 52W High: |
2024-04-08 |
1.870 |
| 52W Low: |
2023-10-27 |
0.960 |
| Avg. price 1W: |
|
1.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.578 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
12.39% |
| Volatility 6M: |
|
42.78% |
| Volatility 1Y: |
|
40.97% |
| Volatility 3Y: |
|
- |
