DZ Bank Call 4.5 BVB 20.09.2024
/ DE000DJ22808
DZ Bank Call 4.5 BVB 20.09.2024/ DE000DJ22808 /
| 5/31/2024 9:34:52 PM |
Chg.+0.010 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+16.67% |
0.070
Bid Size: 2,500 |
0.160
Ask Size: 2,500 |
BORUSSIA DORTMUND |
4.50 - |
9/20/2024 |
Call |
Master data
| WKN: |
DJ2280 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.36 |
| Time value: |
0.15 |
| Break-even: |
4.65 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.09 |
| Spread %: |
150.00% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
9.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.060 |
| High: |
0.100 |
| Low: |
0.060 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
+775.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.060 |
| 1M High / 1M Low: |
0.070 |
0.030 |
| 6M High / 6M Low: |
0.070 |
0.001 |
| High (YTD): |
5/31/2024 |
0.070 |
| Low (YTD): |
4/16/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.38% |
| Volatility 6M: |
|
1,468.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
