DZ Bank Call 3.5 BVB 20.09.2024
/ DE000DJ20TR2
DZ Bank Call 3.5 BVB 20.09.2024/ DE000DJ20TR2 /
| 2024-06-10 6:12:45 PM |
Chg.-0.070 |
Bid6:51:34 PM |
Ask6:51:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-22.58% |
0.240
Bid Size: 5,250 |
0.310
Ask Size: 5,250 |
BORUSSIA DORTMUND |
3.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20TR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
0.08 |
| Time value: |
0.31 |
| Break-even: |
3.88 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
31.03% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
5.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.300 |
| Low: |
0.240 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.02% |
| 1 Month |
|
|
-68.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-51.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.300 |
| 1M High / 1M Low: |
0.810 |
0.300 |
| 6M High / 6M Low: |
0.810 |
0.230 |
| High (YTD): |
2024-05-28 |
0.810 |
| Low (YTD): |
2024-03-28 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.431 |
| Avg. volume 6M: |
|
16.121 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.68% |
| Volatility 6M: |
|
181.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
