DZ Bank Call 110 VOW 20.12.2024
/ DE000DW9K489
DZ Bank Call 110 VOW 20.12.2024/ DE000DW9K489 /
02/09/2024 08:13:01 |
Chg.-0.110 |
Bid12:55:03 |
Ask12:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-28.95% |
0.290 Bid Size: 30,000 |
0.320 Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
110.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW9K48 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
20/12/2024 |
Issue date: |
27/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
26.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
-0.90 |
Time value: |
0.38 |
Break-even: |
113.80 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.09 |
Spread %: |
31.03% |
Delta: |
0.36 |
Theta: |
-0.03 |
Omega: |
9.56 |
Rho: |
0.10 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.55% |
1 Month |
|
|
-47.06% |
3 Months |
|
|
-85.94% |
YTD |
|
|
-77.12% |
1 Year |
|
|
-81.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.340 |
1M High / 1M Low: |
0.510 |
0.250 |
6M High / 6M Low: |
2.180 |
0.250 |
High (YTD): |
08/04/2024 |
2.180 |
Low (YTD): |
15/08/2024 |
0.250 |
52W High: |
08/04/2024 |
2.180 |
52W Low: |
15/08/2024 |
0.250 |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.382 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.363 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.390 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
229.51% |
Volatility 6M: |
|
124.78% |
Volatility 1Y: |
|
107.76% |
Volatility 3Y: |
|
- |