DZ Bank Call 3.5 BVB 20.12.2024
/ DE000DJ5FH27
DZ Bank Call 3.5 BVB 20.12.2024/ DE000DJ5FH27 /
| 31/05/2024 21:34:51 |
Chg.-0.010 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-1.20% |
0.840
Bid Size: 1,500 |
0.960
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5FH2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.64 |
| Time value: |
0.31 |
| Break-even: |
4.45 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.12 |
| Spread %: |
14.46% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.920 |
| Low: |
0.800 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.49% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
+105.00% |
| YTD |
|
|
+38.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.820 |
| 1M High / 1M Low: |
0.890 |
0.610 |
| 6M High / 6M Low: |
0.890 |
0.300 |
| High (YTD): |
28/05/2024 |
0.890 |
| Low (YTD): |
28/03/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.85% |
| Volatility 6M: |
|
123.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
