DZ Bank Call 130 VOW 20.12.2024
/ DE000DJ5C1M5
DZ Bank Call 130 VOW 20.12.2024/ DE000DJ5C1M5 /
| 5/16/2024 10:35:17 AM |
Chg.-0.070 |
Bid10:45:33 AM |
Ask10:45:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-4.46% |
1.510
Bid Size: 30,000 |
1.540
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
130.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
1.15 |
| Time value: |
0.50 |
| Break-even: |
146.50 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
5.77% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
6.96 |
| Rho: |
0.59 |
Quote data
| Open: |
1.540 |
| High: |
1.570 |
| Low: |
1.440 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-16.20% |
| 3 Months |
|
|
-1.32% |
| YTD |
|
|
+89.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.190 |
| 1M High / 1M Low: |
1.790 |
1.100 |
| 6M High / 6M Low: |
2.260 |
0.640 |
| High (YTD): |
4/5/2024 |
2.260 |
| Low (YTD): |
1/17/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.00% |
| Volatility 6M: |
|
149.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
