DZ Bank Call 4.5 BVB 20.06.2025
/ DE000DJ49926
DZ Bank Call 4.5 BVB 20.06.2025/ DE000DJ49926 /
| 6/7/2024 8:29:00 AM |
Chg.0.000 |
Bid9:03:04 AM |
Ask9:03:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.160
Bid Size: 25,000 |
0.190
Ask Size: 25,000 |
BORUSSIA DORTMUND |
4.50 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4992 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.92 |
| Time value: |
0.21 |
| Break-even: |
4.71 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.09 |
| Spread %: |
75.00% |
| Delta: |
0.33 |
| Theta: |
0.00 |
| Omega: |
5.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-31.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.130 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
0.250 |
0.100 |
| High (YTD): |
5/28/2024 |
0.250 |
| Low (YTD): |
3/28/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.86% |
| Volatility 6M: |
|
118.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
