DZ Bank Call 4.25 BVB 20.12.2024
/ DE000DJ39UQ2
DZ Bank Call 4.25 BVB 20.12.2024/ DE000DJ39UQ2 /
| 2024-05-03 8:34:53 AM |
Chg.+0.010 |
Bid8:51:03 AM |
Ask8:51:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
0.290
Bid Size: 1,500 |
0.350
Ask Size: 1,500 |
BORUSSIA DORTMUND |
4.25 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39UQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.41 |
| Parity: |
-0.36 |
| Time value: |
0.37 |
| Break-even: |
4.62 |
| Moneyness: |
0.92 |
| Premium: |
0.19 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.09 |
| Spread %: |
32.14% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
5.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
+163.64% |
| 3 Months |
|
|
+26.09% |
| YTD |
|
|
+3.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.190 |
| 1M High / 1M Low: |
0.280 |
0.090 |
| 6M High / 6M Low: |
0.400 |
0.080 |
| High (YTD): |
2024-05-02 |
0.280 |
| Low (YTD): |
2024-03-28 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.86% |
| Volatility 6M: |
|
230.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
