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DZ Bank Call 95 VOW 20.12.2024/  DE000DDZ26G2  /

Frankfurt Zert./DZB
11/5/2024  1:08:38 PM Chg.+0.010 Bid9:58:02 PM Ask11/5/2024 Underlying Strike price Expiration date Option type
0.250EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG ST O.N... 95.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/1/2023
Last trading day: 11/5/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 28.19
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.26
Parity: -0.76
Time value: 0.31
Break-even: 98.10
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 1.80
Spread abs.: 0.10
Spread %: 47.62%
Delta: 0.35
Theta: -0.07
Omega: 9.77
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.280
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -63.24%
3 Months
  -73.68%
YTD
  -80.77%
1 Year
  -79.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.240
1M High / 1M Low: 0.680 0.240
6M High / 6M Low: 1.760 0.240
High (YTD): 5/28/2024 1.760
Low (YTD): 11/4/2024 0.240
52W High: 5/28/2024 1.760
52W Low: 11/4/2024 0.240
Avg. price 1W:   0.245
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   1.089
Avg. volume 6M:   0.000
Avg. price 1Y:   1.286
Avg. volume 1Y:   0.000
Volatility 1M:   231.70%
Volatility 6M:   140.81%
Volatility 1Y:   103.24%
Volatility 3Y:   -