DZ Bank Call 3 BVB 20.12.2024
/ DE000DJ5DKD1
DZ Bank Call 3 BVB 20.12.2024/ DE000DJ5DKD1 /
| 06/06/2024 10:04:56 |
Chg.+0.030 |
Bid06/06/2024 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.390
Bid Size: 25,000 |
0.420
Ask Size: 25,000 |
BORUSSIA DORTMUND |
3.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5DKD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
0.69 |
| Time value: |
-0.24 |
| Break-even: |
3.45 |
| Moneyness: |
1.23 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
25.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.360 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
+34.48% |
| YTD |
|
|
+8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.400 |
0.360 |
| 6M High / 6M Low: |
0.400 |
0.280 |
| High (YTD): |
31/05/2024 |
0.400 |
| Low (YTD): |
26/03/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.49% |
| Volatility 6M: |
|
41.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
