DZ Bank Call 4.75 BVB 20.12.2024
/ DE000DJ4KXA8
DZ Bank Call 4.75 BVB 20.12.2024/ DE000DJ4KXA8 /
2024-06-05 9:34:49 AM |
Chg.+0.030 |
Bid9:46:10 AM |
Ask9:46:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+42.86% |
0.090 Bid Size: 15,000 |
0.120 Ask Size: 15,000 |
BORUSSIA DORTMUND |
4.75 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ4KXA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BORUSSIA DORTMUND |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.75 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-02 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.26 |
Parity: |
-0.91 |
Time value: |
0.18 |
Break-even: |
4.93 |
Moneyness: |
0.81 |
Premium: |
0.28 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.09 |
Spread %: |
100.00% |
Delta: |
0.30 |
Theta: |
0.00 |
Omega: |
6.36 |
Rho: |
0.01 |
Quote data
Open: |
0.070 |
High: |
0.100 |
Low: |
0.070 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-52.38% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
+66.67% |
YTD |
|
|
-37.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.070 |
1M High / 1M Low: |
0.230 |
0.070 |
6M High / 6M Low: |
0.230 |
0.030 |
High (YTD): |
2024-05-09 |
0.230 |
Low (YTD): |
2024-04-12 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.096 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.54% |
Volatility 6M: |
|
440.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |