DZ Bank Call 95 VOW 20.12.2024
/ DE000DDZ26G2
DZ Bank Call 95 VOW 20.12.2024/ DE000DDZ26G2 /
| 31/07/2024 21:34:57 |
Chg.-0.010 |
Bid21:58:03 |
Ask31/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-0.78% |
1.280
Bid Size: 3,000 |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
95.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
1.48 |
| Time value: |
-0.10 |
| Break-even: |
108.80 |
| Moneyness: |
1.16 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
6.98% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.270 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.29% |
| 1 Month |
|
|
-4.48% |
| 3 Months |
|
|
-18.47% |
| YTD |
|
|
-1.54% |
| 1 Year |
|
|
-20.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.290 |
| 1M High / 1M Low: |
1.460 |
1.290 |
| 6M High / 6M Low: |
1.760 |
1.290 |
| High (YTD): |
28/05/2024 |
1.760 |
| Low (YTD): |
03/01/2024 |
1.250 |
| 52W High: |
28/05/2024 |
1.760 |
| 52W Low: |
27/10/2023 |
0.970 |
| Avg. price 1W: |
|
1.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.460 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
52.14% |
| Volatility 6M: |
|
34.15% |
| Volatility 1Y: |
|
40.92% |
| Volatility 3Y: |
|
- |
