DZ Bank Call 150 VOW 20.12.2024
/ DE000DJ3QQX3
DZ Bank Call 150 VOW 20.12.2024/ DE000DJ3QQX3 /
| 2024-05-16 8:34:43 AM |
Chg.-0.010 |
Bid8:38:32 AM |
Ask8:38:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-1.52% |
0.650
Bid Size: 10,500 |
0.730
Ask Size: 10,500 |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3QQX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
-0.73 |
| Time value: |
0.80 |
| Break-even: |
158.00 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
12.68% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
8.40 |
| Rho: |
0.36 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-22.62% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+85.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.470 |
| 1M High / 1M Low: |
0.840 |
0.440 |
| 6M High / 6M Low: |
1.130 |
0.240 |
| High (YTD): |
2024-04-04 |
1.130 |
| Low (YTD): |
2024-01-18 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.55% |
| Volatility 6M: |
|
185.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
