DZ Bank Call 110 VOW 20.06.2025
/ DE000DJ5AQV6
DZ Bank Call 110 VOW 20.06.2025/ DE000DJ5AQV6 /
| 2024-07-08 11:34:53 AM |
Chg.+0.030 |
Bid11:52:18 AM |
Ask11:52:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
0.930
Bid Size: 30,000 |
0.960
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
110.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5AQV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.25 |
| Parity: |
0.23 |
| Time value: |
0.76 |
| Break-even: |
119.90 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
10.00% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
7.63 |
| Rho: |
0.62 |
Quote data
| Open: |
0.890 |
| High: |
0.930 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
-32.85% |
| 3 Months |
|
|
-50.54% |
| YTD |
|
|
-18.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.890 |
| 1M High / 1M Low: |
1.300 |
0.890 |
| 6M High / 6M Low: |
1.870 |
0.890 |
| High (YTD): |
2024-02-29 |
1.870 |
| Low (YTD): |
2024-07-05 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.90% |
| Volatility 6M: |
|
74.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
