DZ Bank Call 3.5 BVB 20.12.2024
/ DE000DJ5DKE9
DZ Bank Call 3.5 BVB 20.12.2024/ DE000DJ5DKE9 /
| 06/06/2024 12:34:51 |
Chg.+0.020 |
Bid06/06/2024 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.290
Bid Size: 25,000 |
0.320
Ask Size: 25,000 |
BORUSSIA DORTMUND |
3.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5DKE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.26 |
| Parity: |
0.19 |
| Time value: |
0.17 |
| Break-even: |
3.86 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
33.33% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
7.35 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+45.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.360 |
0.270 |
| 6M High / 6M Low: |
0.360 |
0.180 |
| High (YTD): |
28/05/2024 |
0.360 |
| Low (YTD): |
28/03/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.75% |
| Volatility 6M: |
|
77.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
