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DZ Bank Call 140 VOW 20.12.2024/  DE000DJ1S3D6  /

Frankfurt Zert./DZB
2024-05-28  9:34:43 PM Chg.+0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.990EUR +3.13% 1.020
Bid Size: 3,000		 1.110
Ask Size: 3,000		 VOLKSWAGEN AG ST O.N... 140.00 - 2024-12-20 Call
 

Master data

WKN: DJ1S3D
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.11
Implied volatility: 0.20
Historic volatility: 0.25
Parity: 0.11
Time value: 0.93
Break-even: 150.40
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 9.47%
Delta: 0.61
Theta: -0.03
Omega: 8.24
Rho: 0.42
 

Quote data

Open: 0.990
High: 1.070
Low: 0.930
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.12%
1 Month
  -3.88%
3 Months
  -38.89%
YTD  
+90.38%
1 Year
  -65.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.770
1M High / 1M Low: 1.100 0.700
6M High / 6M Low: 1.630 0.390
High (YTD): 2024-04-04 1.630
Low (YTD): 2024-01-17 0.390
52W High: 2023-06-14 3.700
52W Low: 2024-01-17 0.390
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.854
Avg. volume 1M:   0.000
Avg. price 6M:   0.917
Avg. volume 6M:   11.177
Avg. price 1Y:   1.345
Avg. volume 1Y:   5.435
Volatility 1M:   194.60%
Volatility 6M:   171.32%
Volatility 1Y:   148.00%
Volatility 3Y:   -