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DZ Bank Call 130 VOW 20.12.2024/  DE000DJ5C1M5  /

Frankfurt Zert./DZB
14/06/2024  08:34:27 Chg.+0.030 Bid08:35:27 Ask08:35:27 Underlying Strike price Expiration date Option type
0.480EUR +6.67% 0.480
Bid Size: 10,500		 0.560
Ask Size: 10,500		 VOLKSWAGEN AG ST O.N... 130.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ5C1M
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 20/12/2024
Issue date: 05/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.66
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -1.52
Time value: 0.53
Break-even: 135.30
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.09
Spread %: 20.45%
Delta: 0.35
Theta: -0.03
Omega: 7.65
Rho: 0.18
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -70.55%
3 Months
  -58.26%
YTD
  -39.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.450
1M High / 1M Low: 1.630 0.450
6M High / 6M Low: 2.260 0.450
High (YTD): 05/04/2024 2.260
Low (YTD): 13/06/2024 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   1.185
Avg. volume 1M:   0.000
Avg. price 6M:   1.357
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.32%
Volatility 6M:   159.98%
Volatility 1Y:   -
Volatility 3Y:   -