DZ Bank Call 3.5 BVB 20.12.2024
/ DE000DJ5DKE9
DZ Bank Call 3.5 BVB 20.12.2024/ DE000DJ5DKE9 /
| 2024-06-05 5:04:33 PM |
Chg.+0.030 |
Bid5:38:57 PM |
Ask5:38:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
0.270
Bid Size: 8,750 |
0.350
Ask Size: 8,750 |
BORUSSIA DORTMUND |
3.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5DKE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.26 |
| Parity: |
0.21 |
| Time value: |
0.17 |
| Break-even: |
3.87 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
32.14% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
7.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
+10.71% |
| 3 Months |
|
|
+55.00% |
| YTD |
|
|
+6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.280 |
| 1M High / 1M Low: |
0.360 |
0.280 |
| 6M High / 6M Low: |
0.360 |
0.180 |
| High (YTD): |
2024-05-28 |
0.360 |
| Low (YTD): |
2024-03-28 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.82% |
| Volatility 6M: |
|
77.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
