DZ Bank Call 120 VOW 20.12.2024
/ DE000DJ40CP0
DZ Bank Call 120 VOW 20.12.2024/ DE000DJ40CP0 /
| 05/08/2024 21:04:37 |
Chg.-0.050 |
Bid21:27:44 |
Ask21:27:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-21.74% |
0.180
Bid Size: 7,500 |
0.260
Ask Size: 7,500 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ40CP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-1.62 |
| Time value: |
0.32 |
| Break-even: |
123.20 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.09 |
| Spread %: |
39.13% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
9.13 |
| Rho: |
0.10 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.150 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.10% |
| 1 Month |
|
|
-69.49% |
| 3 Months |
|
|
-89.41% |
| YTD |
|
|
-84.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.230 |
| 1M High / 1M Low: |
0.740 |
0.230 |
| 6M High / 6M Low: |
3.060 |
0.230 |
| High (YTD): |
04/04/2024 |
3.060 |
| Low (YTD): |
02/08/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.703 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.54% |
| Volatility 6M: |
|
135.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
