DZ Bank Call 95 VOW 20.12.2024
/ DE000DDZ26G2
DZ Bank Call 95 VOW 20.12.2024/ DE000DDZ26G2 /
| 2024-09-02 8:07:15 AM |
Chg.-0.11 |
Bid10:57:01 AM |
Ask10:57:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.91EUR |
-10.78% |
0.90
Bid Size: 30,000 |
0.93
Ask Size: 30,000 |
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: |
0.96 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.60 |
| Time value: |
0.42 |
| Break-even: |
105.20 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
9.68% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
6.98 |
| Rho: |
0.18 |
Quote data
| Open: |
0.91 |
| High: |
0.91 |
| Low: |
0.91 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-47.70% |
| YTD |
|
|
-28.91% |
| 1 Year |
|
|
-35.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.98 |
| 1M High / 1M Low: |
1.12 |
0.82 |
| 6M High / 6M Low: |
1.79 |
0.82 |
| High (YTD): |
2024-05-28 |
1.79 |
| Low (YTD): |
2024-08-15 |
0.82 |
| 52W High: |
2024-05-28 |
1.79 |
| 52W Low: |
2024-08-15 |
0.82 |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
106.61% |
| Volatility 6M: |
|
55.77% |
| Volatility 1Y: |
|
52.59% |
| Volatility 3Y: |
|
- |
