DZ Bank Call 120 VOW 20.06.2025/  DE000DJ40CQ8  /

EUWAX
29/07/2024  08:16:15 Chg.+0.040 Bid19:32:08 Ask19:32:08 Underlying Strike price Expiration date Option type
0.830EUR +5.06% 0.780
Bid Size: 10,500
0.850
Ask Size: 10,500
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:   -