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DZ Bank Call 4.5 BVB 20.12.2024/  DE000DW808B4  /

Frankfurt Zert./DZB
2024-05-31  9:35:25 PM Chg.0.000 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.280
Bid Size: 1,500		 0.370
Ask Size: 1,500		 BORUSSIA DORTMUND 4.50 - 2024-12-20 Call
 

Master data

WKN: DW808B
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -0.36
Time value: 0.36
Break-even: 4.86
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.09
Spread %: 33.33%
Delta: 0.47
Theta: 0.00
Omega: 5.39
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.330
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+107.69%
3 Months  
+145.45%
YTD  
+28.57%
1 Year
  -51.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 0.310 0.050
High (YTD): 2024-05-28 0.310
Low (YTD): 2024-03-28 0.050
52W High: 2023-06-16 0.910
52W Low: 2024-03-28 0.050
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.339
Avg. volume 1Y:   0.000
Volatility 1M:   254.29%
Volatility 6M:   280.53%
Volatility 1Y:   219.59%
Volatility 3Y:   -