DZ Bank Call 5.5 BVB 20.12.2024
/ DE000DW808D0
DZ Bank Call 5.5 BVB 20.12.2024/ DE000DW808D0 /
05/06/2024 12:34:52 |
Chg.+0.029 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
+96.67% |
0.059 Bid Size: 15,000 |
0.089 Ask Size: 15,000 |
BORUSSIA DORTMUND |
5.50 - |
20/12/2024 |
Call |
Master data
WKN: |
DW808D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BORUSSIA DORTMUND |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 - |
Maturity: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.26 |
Parity: |
-1.80 |
Time value: |
0.12 |
Break-even: |
5.62 |
Moneyness: |
0.67 |
Premium: |
0.52 |
Premium p.a.: |
1.16 |
Spread abs.: |
0.09 |
Spread %: |
300.00% |
Delta: |
0.19 |
Theta: |
0.00 |
Omega: |
5.93 |
Rho: |
0.00 |
Quote data
Open: |
0.040 |
High: |
0.060 |
Low: |
0.040 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.44% |
1 Month |
|
|
-15.71% |
3 Months |
|
|
+293.33% |
YTD |
|
|
-26.25% |
1 Year |
|
|
-83.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.030 |
1M High / 1M Low: |
0.100 |
0.030 |
6M High / 6M Low: |
0.100 |
0.001 |
High (YTD): |
09/05/2024 |
0.100 |
Low (YTD): |
16/04/2024 |
0.001 |
52W High: |
16/06/2023 |
0.510 |
52W Low: |
16/04/2024 |
0.001 |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.023 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.135 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
332.67% |
Volatility 6M: |
|
13,647.17% |
Volatility 1Y: |
|
9,657.56% |
Volatility 3Y: |
|
- |