DZ Bank Call 3.5 BVB 19.12.2025
/ DE000DJ8EF84
DZ Bank Call 3.5 BVB 19.12.2025/ DE000DJ8EF84 /
| 2024-05-02 4:06:03 PM |
Chg.+0.170 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+20.00% |
1.020
Bid Size: 15,000 |
1.050
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: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.41 |
| Parity: |
0.20 |
| Time value: |
0.74 |
| Break-even: |
4.44 |
| Moneyness: |
1.06 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
10.59% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.970 |
| High: |
1.050 |
| Low: |
0.970 |
| Previous Close: |
0.850 |
| Turnover: |
1,260 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
+13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.820 |
| 1M High / 1M Low: |
0.910 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.835 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
