DZ Bank Call 3.5 BVB 20.06.2025
/ DE000DJ20TV4
DZ Bank Call 3.5 BVB 20.06.2025/ DE000DJ20TV4 /
| 11/06/2024 15:04:59 |
Chg.+0.010 |
Bid11/06/2024 |
Ask11/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.550
Bid Size: 15,000 |
0.580
Ask Size: 15,000 |
BORUSSIA DORTMUND |
3.50 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ20TV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
20/06/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.02 |
| Time value: |
0.61 |
| Break-even: |
4.13 |
| Moneyness: |
1.01 |
| Premium: |
0.17 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
16.67% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
3.47 |
| Rho: |
0.02 |
Quote data
| Open: |
0.570 |
| High: |
0.610 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.61% |
| 1 Month |
|
|
-45.54% |
| 3 Months |
|
|
-3.51% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.540 |
| 1M High / 1M Low: |
1.080 |
0.540 |
| 6M High / 6M Low: |
1.080 |
0.480 |
| High (YTD): |
28/05/2024 |
1.080 |
| Low (YTD): |
28/03/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.43% |
| Volatility 6M: |
|
99.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
