DZ Bank Call 3.5 BVB 19.12.2025
/ DE000DJ8EF84
DZ Bank Call 3.5 BVB 19.12.2025/ DE000DJ8EF84 /
| 2024-05-17 12:07:03 PM |
Chg.+0.08 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+7.77% |
1.11
Bid Size: 15,000 |
1.14
Ask Size: 15,000 |
BORUSSIA DORTMUND |
3.50 - |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8EF8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.41 |
| Parity: |
0.55 |
| Time value: |
0.60 |
| Break-even: |
4.64 |
| Moneyness: |
1.16 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
8.57% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
2.65 |
| Rho: |
0.03 |
Quote data
| Open: |
1.04 |
| High: |
1.12 |
| Low: |
1.04 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+20.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.03 |
| 1M High / 1M Low: |
1.16 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
80.95 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
