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DZ Bank Call 4.5 BVB 20.12.2024/  DE000DW808B4  /

Frankfurt Zert./DZB
2024-05-16  12:35:24 PM Chg.+0.040 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.280EUR +16.67% 0.280
Bid Size: 15,000		 0.310
Ask Size: 15,000		 BORUSSIA DORTMUND 4.50 - 2024-12-20 Call
 

Master data

WKN: DW808B
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.18
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.41
Parity: -0.48
Time value: 0.33
Break-even: 4.83
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.36
Spread abs.: 0.09
Spread %: 37.50%
Delta: 0.44
Theta: 0.00
Omega: 5.34
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.290
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+300.00%
3 Months  
+40.00%
YTD  
+33.33%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.310 0.070
6M High / 6M Low: 0.310 0.050
High (YTD): 2024-05-09 0.310
Low (YTD): 2024-03-28 0.050
52W High: 2023-05-26 1.910
52W Low: 2024-03-28 0.050
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   309.35%
Volatility 6M:   288.62%
Volatility 1Y:   237.27%
Volatility 3Y:   -