DZ Bank Call 110 VOW 21.06.2024
/ DE000DW8N9B8
DZ Bank Call 110 VOW 21.06.2024/ DE000DW8N9B8 /
| 5/27/2024 12:34:54 PM |
Chg.+0.130 |
Bid9:58:19 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+6.22% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
110.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW8N9B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/27/2022 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.24 |
| Parity: |
1.47 |
| Time value: |
0.93 |
| Break-even: |
134.00 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
6.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.55 |
| Omega: |
3.68 |
| Rho: |
0.02 |
Quote data
| Open: |
2.160 |
| High: |
2.220 |
| Low: |
2.160 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.02% |
| 3 Months |
|
|
+34.55% |
| YTD |
|
|
+122.00% |
| 1 Year |
|
|
-2.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.280 |
1.720 |
| 6M High / 6M Low: |
2.440 |
0.900 |
| High (YTD): |
4/8/2024 |
2.440 |
| Low (YTD): |
1/3/2024 |
0.900 |
| 52W High: |
4/8/2024 |
2.440 |
| 52W Low: |
10/30/2023 |
0.660 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.668 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
126.16% |
| Volatility 6M: |
|
119.62% |
| Volatility 1Y: |
|
105.86% |
| Volatility 3Y: |
|
- |
