DZ Bank Call 130 VOW 20.12.2024
/ DE000DJ5C1M5
DZ Bank Call 130 VOW 20.12.2024/ DE000DJ5C1M5 /
| 29/07/2024 08:02:50 |
Chg.+0.010 |
Bid10:28:21 |
Ask10:28:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.190
Bid Size: 30,000 |
0.220
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
130.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5C1M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.99 |
| Time value: |
0.27 |
| Break-even: |
132.70 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.09 |
| Spread %: |
50.00% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
9.79 |
| Rho: |
0.09 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-88.54% |
| YTD |
|
|
-76.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.150 |
| 1M High / 1M Low: |
0.380 |
0.150 |
| 6M High / 6M Low: |
2.300 |
0.150 |
| High (YTD): |
05/04/2024 |
2.300 |
| Low (YTD): |
25/07/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.42% |
| Volatility 6M: |
|
165.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
