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DZ Bank Call 95 VOW 20.12.2024/  DE000DDZ26G2  /

Frankfurt Zert./DZB
2024-08-30  9:35:03 PM Chg.-0.090 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.910EUR -9.00% 0.930
Bid Size: 3,000		 1.020
Ask Size: 3,000		 VOLKSWAGEN AG ST O.N... 95.00 - 2024-12-20 Call
 

Master data

WKN: DDZ26G
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2023-03-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 9.90
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.60
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 0.60
Time value: 0.42
Break-even: 105.20
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 9.68%
Delta: 0.71
Theta: -0.03
Omega: 6.99
Rho: 0.19
 

Quote data

Open: 1.020
High: 1.030
Low: 0.890
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.27%
1 Month
  -11.65%
3 Months
  -47.09%
YTD
  -30.00%
1 Year
  -35.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.910
1M High / 1M Low: 1.110 0.800
6M High / 6M Low: 1.760 0.800
High (YTD): 2024-05-28 1.760
Low (YTD): 2024-08-14 0.800
52W High: 2024-05-28 1.760
52W Low: 2024-08-14 0.800
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.973
Avg. volume 1M:   0.000
Avg. price 6M:   1.456
Avg. volume 6M:   0.000
Avg. price 1Y:   1.413
Avg. volume 1Y:   0.000
Volatility 1M:   123.05%
Volatility 6M:   60.72%
Volatility 1Y:   54.42%
Volatility 3Y:   -