DZ Bank Call 3.75 BVB 20.06.2025
/ DE000DJ27ZP8
DZ Bank Call 3.75 BVB 20.06.2025/ DE000DJ27ZP8 /
| 2024-05-17 9:34:44 PM |
Chg.+0.070 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+9.33% |
0.830
Bid Size: 1,500 |
0.920
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.75 - |
2025-06-20 |
Call |
Master data
| WKN: |
DJ27ZP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.41 |
| Parity: |
0.36 |
| Time value: |
0.57 |
| Break-even: |
4.67 |
| Moneyness: |
1.09 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
10.84% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
3.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.860 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+38.98% |
| 3 Months |
|
|
+26.15% |
| YTD |
|
|
+30.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
0.880 |
0.530 |
| 6M High / 6M Low: |
0.880 |
0.370 |
| High (YTD): |
2024-05-09 |
0.880 |
| Low (YTD): |
2024-03-28 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.05% |
| Volatility 6M: |
|
109.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
