DZ Bank Call 3.75 BVB 20.09.2024
/ DE000DJ29GM1
DZ Bank Call 3.75 BVB 20.09.2024/ DE000DJ29GM1 /
| 2024-05-31 9:35:20 PM |
Chg.-0.010 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
0.560
Bid Size: 1,500 |
0.650
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.75 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ29GM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.39 |
| Time value: |
0.26 |
| Break-even: |
4.40 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
16.07% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.620 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+82.76% |
| 3 Months |
|
|
+178.95% |
| YTD |
|
|
+51.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.530 |
| 1M High / 1M Low: |
0.590 |
0.340 |
| 6M High / 6M Low: |
0.590 |
0.130 |
| High (YTD): |
2024-05-28 |
0.590 |
| Low (YTD): |
2024-03-28 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.34% |
| Volatility 6M: |
|
193.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
