DZ Bank Call 5.5 BVB 20.12.2024
/ DE000DW808D0
DZ Bank Call 5.5 BVB 20.12.2024/ DE000DW808D0 /
2024-05-15 9:35:11 PM |
Chg.0.000 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
0.00% |
0.070 Bid Size: 1,500 |
0.160 Ask Size: 1,500 |
BORUSSIA DORTMUND |
5.50 - |
2024-12-20 |
Call |
Master data
WKN: |
DW808D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BORUSSIA DORTMUND |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.41 |
Parity: |
-1.51 |
Time value: |
0.16 |
Break-even: |
5.66 |
Moneyness: |
0.73 |
Premium: |
0.42 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.09 |
Spread %: |
128.57% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
5.93 |
Rho: |
0.00 |
Quote data
Open: |
0.070 |
High: |
0.100 |
Low: |
0.070 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-30.00% |
1 Month |
|
|
+6900.00% |
3 Months |
|
|
+16.67% |
YTD |
|
|
-12.50% |
1 Year |
|
|
-85.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.070 |
1M High / 1M Low: |
0.100 |
0.001 |
6M High / 6M Low: |
0.100 |
0.001 |
High (YTD): |
2024-05-09 |
0.100 |
Low (YTD): |
2024-04-16 |
0.001 |
52W High: |
2023-05-26 |
1.340 |
52W Low: |
2024-04-16 |
0.001 |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,303.18% |
Volatility 6M: |
|
13,699.63% |
Volatility 1Y: |
|
9,657.37% |
Volatility 3Y: |
|
- |