DZ Bank Call 4 BVB 20.12.2024
/ DE000DJ5DKF6
DZ Bank Call 4 BVB 20.12.2024/ DE000DJ5DKF6 /
| 2024-05-03 8:04:51 AM |
Chg.-0.010 |
Bid8:17:09 AM |
Ask8:17:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.200
Bid Size: 8,750 |
0.270
Ask Size: 8,750 |
BORUSSIA DORTMUND |
4.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5DKF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.41 |
| Parity: |
-0.30 |
| Time value: |
0.25 |
| Break-even: |
4.25 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.09 |
| Spread %: |
56.25% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
6.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
-9.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
0.230 |
0.090 |
| High (YTD): |
2024-02-02 |
0.210 |
| Low (YTD): |
2024-03-28 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.62% |
| Volatility 6M: |
|
133.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
