DZ Bank Call 95 VOW 19.12.2025
/ DE000DJ783N1
DZ Bank Call 95 VOW 19.12.2025/ DE000DJ783N1 /
| 2024-09-20 8:10:55 AM |
Chg.-0.06 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
95.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ783N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.26 |
| Parity: |
0.11 |
| Time value: |
0.93 |
| Break-even: |
105.40 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
9.47% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
5.94 |
| Rho: |
0.64 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
-33.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
1.02 |
| 1M High / 1M Low: |
1.20 |
0.87 |
| 6M High / 6M Low: |
2.14 |
0.87 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.21% |
| Volatility 6M: |
|
54.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
