DZ Bank Call 4.25 BVB 20.12.2024
/ DE000DJ39UQ2
DZ Bank Call 4.25 BVB 20.12.2024/ DE000DJ39UQ2 /
| 03/06/2024 13:08:44 |
Chg.-0.120 |
Bid03/06/2024 |
Ask03/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-31.58% |
0.260
Bid Size: 15,000 |
0.290
Ask Size: 15,000 |
BORUSSIA DORTMUND |
4.25 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ39UQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 - |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-0.11 |
| Time value: |
0.49 |
| Break-even: |
4.74 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
22.50% |
| Delta: |
0.55 |
| Theta: |
0.00 |
| Omega: |
4.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.380 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
0.420 |
0.080 |
| High (YTD): |
28/05/2024 |
0.420 |
| Low (YTD): |
28/03/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.212 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.51% |
| Volatility 6M: |
|
227.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
