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: |
|
- |