DZ Bank Call 120 VOW 20.06.2025
/ DE000DJ40CQ8
DZ Bank Call 120 VOW 20.06.2025/ DE000DJ40CQ8 /
| 29/07/2024 08:16:15 |
Chg.+0.040 |
Bid16:39:39 |
Ask16:39:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+5.06% |
0.770
Bid Size: 30,000 |
0.800
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
21/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.99 |
| Time value: |
0.91 |
| Break-even: |
129.10 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
10.98% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
5.70 |
| Rho: |
0.38 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.68% |
| 1 Month |
|
|
-15.31% |
| 3 Months |
|
|
-66.80% |
| YTD |
|
|
-42.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.750 |
| 1M High / 1M Low: |
1.140 |
0.750 |
| 6M High / 6M Low: |
3.250 |
0.750 |
| High (YTD): |
08/04/2024 |
3.250 |
| Low (YTD): |
25/07/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.15% |
| Volatility 6M: |
|
109.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
