DZ Bank Call 120 VOW 20.06.2025
/ DE000DJ40CQ8
DZ Bank Call 120 VOW 20.06.2025/ DE000DJ40CQ8 /
| 2024-06-27 8:18:40 AM |
Chg.-0.02 |
Bid6:03:53 PM |
Ask6:03:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-1.90% |
0.97
Bid Size: 10,500 |
1.05
Ask Size: 10,500 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ40CQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.72 |
| Time value: |
1.12 |
| Break-even: |
131.20 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
8.74% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
5.22 |
| Rho: |
0.46 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.85% |
| 1 Month |
|
|
-57.26% |
| 3 Months |
|
|
-59.13% |
| YTD |
|
|
-28.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.05 |
| 1M High / 1M Low: |
2.55 |
1.05 |
| 6M High / 6M Low: |
3.25 |
1.05 |
| High (YTD): |
2024-04-08 |
3.25 |
| Low (YTD): |
2024-06-26 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.81% |
| Volatility 6M: |
|
119.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
