DZ Bank Call 3.5 BVB 20.06.2025
/ DE000DJ20TV4
DZ Bank Call 3.5 BVB 20.06.2025/ DE000DJ20TV4 /
| 2024-05-31 9:35:24 PM |
Chg.-0.010 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-0.98% |
1.040
Bid Size: 1,500 |
1.160
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.50 - |
2025-06-20 |
Call |
Master data
| WKN: |
DJ20TV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
0.64 |
| Time value: |
0.52 |
| Break-even: |
4.66 |
| Moneyness: |
1.18 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
11.54% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
2.68 |
| Rho: |
0.02 |
Quote data
| Open: |
1.020 |
| High: |
1.100 |
| Low: |
1.010 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.12% |
| 1 Month |
|
|
+24.69% |
| 3 Months |
|
|
+80.36% |
| YTD |
|
|
+34.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
1.010 |
| 1M High / 1M Low: |
1.080 |
0.770 |
| 6M High / 6M Low: |
1.080 |
0.480 |
| High (YTD): |
2024-05-28 |
1.080 |
| Low (YTD): |
2024-03-28 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.70% |
| Volatility 6M: |
|
93.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
