DZ Bank Call 4 BVB 20.12.2024
/ DE000DJ5DKF6
DZ Bank Call 4 BVB 20.12.2024/ DE000DJ5DKF6 /
| 05/06/2024 17:04:33 |
Chg.+0.020 |
Bid17:29:05 |
Ask17:29:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+12.50% |
0.160
Bid Size: 8,750 |
0.230
Ask Size: 8,750 |
BORUSSIA DORTMUND |
4.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5DKF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.30 |
| Time value: |
0.25 |
| Break-even: |
4.25 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
56.25% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
6.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+63.64% |
| YTD |
|
|
-14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.160 |
| 1M High / 1M Low: |
0.280 |
0.160 |
| 6M High / 6M Low: |
0.280 |
0.080 |
| High (YTD): |
28/05/2024 |
0.280 |
| Low (YTD): |
28/03/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.26% |
| Volatility 6M: |
|
143.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
