DZ Bank Call 3.75 BVB 20.12.2024
/ DE000DJ27ZN3
DZ Bank Call 3.75 BVB 20.12.2024/ DE000DJ27ZN3 /
| 2024-05-17 6:13:06 PM |
Chg.+0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
BORUSSIA DORTMUND |
3.75 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ27ZN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.41 |
| Parity: |
0.30 |
| Time value: |
0.40 |
| Break-even: |
4.44 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
15.00% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
4.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.680 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
+93.75% |
| 3 Months |
|
|
+29.17% |
| YTD |
|
|
+31.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.580 |
| 1M High / 1M Low: |
0.720 |
0.320 |
| 6M High / 6M Low: |
0.720 |
0.220 |
| High (YTD): |
2024-05-08 |
0.720 |
| Low (YTD): |
2024-03-28 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.51% |
| Volatility 6M: |
|
157.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
