DZ Bank Call 4 BVB 20.06.2025
/ DE000DJ49918
DZ Bank Call 4 BVB 20.06.2025/ DE000DJ49918 /
| 2024-05-17 10:34:58 AM |
Chg.+0.040 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+15.38% |
0.300
Bid Size: 25,000 |
0.330
Ask Size: 25,000 |
BORUSSIA DORTMUND |
4.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4991 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.41 |
| Parity: |
0.05 |
| Time value: |
0.32 |
| Break-even: |
4.36 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
33.33% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
7.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.310 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+57.89% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.290 |
0.190 |
| 6M High / 6M Low: |
0.290 |
0.140 |
| High (YTD): |
2024-05-10 |
0.290 |
| Low (YTD): |
2024-03-28 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.212 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.47% |
| Volatility 6M: |
|
86.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
