DZ Bank Call 3.75 BVB 20.06.2025
/ DE000DJ27ZP8
DZ Bank Call 3.75 BVB 20.06.2025/ DE000DJ27ZP8 /
| 5/31/2024 6:13:42 PM |
Chg.-0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
-
Bid Size: - |
-
Ask Size: - |
BORUSSIA DORTMUND |
3.75 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ27ZP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
6/20/2025 |
| Issue date: |
10/16/2023 |
| Last trading day: |
6/19/2025 |
| 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: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
+89.13% |
| YTD |
|
|
+38.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.870 |
| 1M High / 1M Low: |
0.940 |
0.650 |
| 6M High / 6M Low: |
0.940 |
0.380 |
| High (YTD): |
5/28/2024 |
0.940 |
| Low (YTD): |
3/28/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.581 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.28% |
| Volatility 6M: |
|
110.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
