DZ Bank Call 3.75 BVB 20.06.2025
/ DE000DJ27ZP8
DZ Bank Call 3.75 BVB 20.06.2025/ DE000DJ27ZP8 /
| 31/05/2024 21:34:54 |
Chg.0.000 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.890
Bid Size: 1,500 |
0.980
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.75 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ27ZP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
20/06/2025 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
0.39 |
| Time value: |
0.59 |
| Break-even: |
4.73 |
| Moneyness: |
1.10 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
10.11% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
2.97 |
| Rho: |
0.02 |
Quote data
| Open: |
0.880 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
+55.36% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
+38.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.870 |
| 1M High / 1M Low: |
0.920 |
0.640 |
| 6M High / 6M Low: |
0.920 |
0.370 |
| High (YTD): |
28/05/2024 |
0.920 |
| Low (YTD): |
28/03/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.65% |
| Volatility 6M: |
|
106.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
