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DZ Bank Call 95 VOW 20.06.2025/  DE000DJ4FHJ2  /

EUWAX
2024-09-24  8:09:30 AM Chg.+0.080 Bid5:30:05 PM Ask5:30:05 PM Underlying Strike price Expiration date Option type
0.900EUR +9.76% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG ST O.N... 95.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4FHJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 10.13
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.33
Implied volatility: 0.20
Historic volatility: 0.26
Parity: 0.33
Time value: 0.64
Break-even: 104.70
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 10.23%
Delta: 0.67
Theta: -0.02
Omega: 6.76
Rho: 0.41
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.12%
1 Month
  -17.43%
3 Months
  -37.93%
YTD
  -41.56%
1 Year
  -51.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.820
1M High / 1M Low: 1.100 0.690
6M High / 6M Low: 2.240 0.690
High (YTD): 2024-04-05 2.240
Low (YTD): 2024-09-11 0.690
52W High: 2024-04-05 2.240
52W Low: 2024-09-11 0.690
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.908
Avg. volume 1M:   0.000
Avg. price 6M:   1.555
Avg. volume 6M:   0.000
Avg. price 1Y:   1.634
Avg. volume 1Y:   0.000
Volatility 1M:   141.70%
Volatility 6M:   77.61%
Volatility 1Y:   69.76%
Volatility 3Y:   -