DZ Bank Call 150 VOW 20.12.2024
/ DE000DJ3QQX3
DZ Bank Call 150 VOW 20.12.2024/ DE000DJ3QQX3 /
5/16/2024 1:08:35 PM |
Chg.-0.010 |
Bid1:15:00 PM |
Ask1:15:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-1.52% |
0.630 Bid Size: 30,000 |
0.660 Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/3/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.25 |
Parity: |
-0.85 |
Time value: |
0.75 |
Break-even: |
157.50 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.09 |
Spread %: |
13.64% |
Delta: |
0.45 |
Theta: |
-0.03 |
Omega: |
8.53 |
Rho: |
0.34 |
Quote data
Open: |
0.650 |
High: |
0.680 |
Low: |
0.590 |
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): |
4/4/2024 |
1.130 |
Low (YTD): |
1/18/2024 |
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: |
|
- |