DZ Bank Call 120 VOW 20.12.2024
/ DE000DJ40CP0
DZ Bank Call 120 VOW 20.12.2024/ DE000DJ40CP0 /
| 5/31/2024 12:40:01 PM |
Chg.+0.13 |
Bid4:26:17 PM |
Ask4:26:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
+7.18% |
1.89
Bid Size: 30,000 |
1.92
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ40CP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.86 |
| Break-even: |
140.20 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
4.66% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
4.71 |
| Rho: |
0.42 |
Quote data
| Open: |
1.93 |
| High: |
1.94 |
| Low: |
1.93 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.30% |
| 1 Month |
|
|
-12.61% |
| 3 Months |
|
|
-34.24% |
| YTD |
|
|
+70.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.81 |
| 1M High / 1M Low: |
2.34 |
1.67 |
| 6M High / 6M Low: |
3.07 |
1.01 |
| High (YTD): |
4/8/2024 |
3.07 |
| Low (YTD): |
1/17/2024 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.67% |
| Volatility 6M: |
|
133.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
