DZ Bank Call 3.75 BVB 20.06.2025
/ DE000DJ27ZP8
DZ Bank Call 3.75 BVB 20.06.2025/ DE000DJ27ZP8 /
| 2024-05-17 6:13:06 PM |
Chg.+0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+6.58% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
+32.79% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.760 |
| 1M High / 1M Low: |
0.890 |
0.550 |
| 6M High / 6M Low: |
0.890 |
0.380 |
| High (YTD): |
2024-05-08 |
0.890 |
| Low (YTD): |
2024-03-28 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.45% |
| Volatility 6M: |
|
110.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
