DZ Bank Call 3.5 BVB 20.12.2024
/ DE000DJ5FH27
DZ Bank Call 3.5 BVB 20.12.2024/ DE000DJ5FH27 /
| 2024-05-15 9:34:37 PM |
Chg.0.000 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.740
Bid Size: 1,500 |
0.860
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5FH2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.41 |
| Parity: |
0.50 |
| Time value: |
0.37 |
| Break-even: |
4.36 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
16.22% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
3.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.820 |
| Low: |
0.740 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
+111.43% |
| 3 Months |
|
|
+21.31% |
| YTD |
|
|
+25.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.740 |
| 1M High / 1M Low: |
0.860 |
0.350 |
| 6M High / 6M Low: |
0.860 |
0.300 |
| High (YTD): |
2024-05-09 |
0.860 |
| Low (YTD): |
2024-03-28 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.55% |
| Volatility 6M: |
|
129.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
